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

Multivariate distributions based on general moments expansions: evidence from exchange rates
Ñíguez, T.M., Perote, J. and Rubia, A. 2011. Multivariate distributions based on general moments expansions: evidence from exchange rates. 4th workshop in risk management and insurance. Seville, Spain. October 2011

Multivariate distributions based on general moments expansions: evidence from exchange rates
Ñíguez, T.M., Perote, J. and Rubia, A. 2011. Multivariate distributions based on general moments expansions: evidence from exchange rates. European financial management association annual conference. Braga, Portugal. June 2011

Multivariate distributions based on general moments expansions: evidence from exchange rates
Ñíguez, T.M., Perote, J. and Rubia, A. 2011. Multivariate distributions based on general moments expansions: evidence from exchange rates. International risk management conference. Amsterdam, Netherlands. June 2011

Multivariate distributions based on general moments expansions: evidence from exchange rates
Ñíguez, T.M., Perote, J. and Rubia, A. 2011. Multivariate distributions based on general moments expansions: evidence from exchange rates. Workshop in time series econometrics. Zaragoza, Spain. April 2011

Forecasting the unconditional and conditional kurtosis of the asset returns distribution
Ñíguez, T.M., Perote, J. and Rubia, A. 2010. Forecasting the unconditional and conditional kurtosis of the asset returns distribution. 30th International Symposium on Forecasting. San Diego, USA. June 2010

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. Valencian Institute of Economic Research. https://doi.org/WP-AD2003-34

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.