Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
| Year of publication: |
2006
|
|---|---|
| Authors: | Ñiguez, Trino-Manuel ; Rubia, Antonio |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 25.2006, 6, p. 439
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