Níguez, T.M. and Rubia, A. 2003. Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence. X Forum of Finance. Seville, Spain
Title | Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence |
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Authors | Níguez, T.M. and Rubia, A. |
Type | Conference paper |
Year | 2003 |
Conference | X Forum of Finance |
Publication dates | |
Published | 2003 |