Long memory conditional volatility and asset allocation
Year of publication: |
2013
|
---|---|
Authors: | Harris, Richard D.F. ; Nguyen, Anh |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 29.2013, 2, p. 258-273
|
Publisher: |
Elsevier |
Subject: | Conditional variance-covariance matrix | Long memory | Asset allocation |
-
Juan, He, (2016)
-
Walther, Thomas, (2017)
-
Juan, He, (2016)
- More ...
-
Long memory conditional volatility and asset allocation
Harris, Richard D.F., (2013)
-
Intergenerational mobility in educational and occupational status: evidence from the U.S.
Nguyen, Anh, (2003)
-
Japanese manufacturing investment in the UK 1972-1996: an econometric analysis
Nguyen, Anh, (1997)
- More ...