Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Year of publication: |
2006
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Authors: | Rubia, Antonio ; Ñíguez, Trino-Manuel |
Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 25.2006, 6, p. 439-458
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Publisher: |
John Wiley & Sons, Ltd. |
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