Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence

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

TitleForecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
AuthorsNíguez, T.M. and Rubia, A.
TypeConference paper
Year2003
ConferenceX Forum of Finance
Publication dates
Published2003

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Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, T.M. and Rubia, A. 2003. Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence. Valencia, Spain Instituto Valenciano de Investigaciones Económicas.

Forecasting the conditional covariance matrices of a portfolio under long-run temporal dependence
Ñíguez, T.M. and Rubia, A. 2002. Forecasting the conditional covariance matrices of a portfolio under long-run temporal dependence. Instituto Valenciano de Investigaciones Economicas. Seville, Spain. Oct 2002

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