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A kernel technique for forecasting the variance-covariance matrix
Becker, Ralf; Clements, Adam; O'Neill, Robert - 2010
Persistent link: https://www.econbiz.de/10008668667
Cover Image
A Cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf; Clements, Adam; O'Neill, Robert - 2010
Persistent link: https://www.econbiz.de/10008668675
Cover Image
A Kernel technique for forecasting the variance-covariance matrix
Becker, Ralf; Clements, Adam; O'Neill, Robert - 2010
Persistent link: https://www.econbiz.de/10008748430
Cover Image
A cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf; Clements, Adam; O'Neill, Robert - 2010
Persistent link: https://www.econbiz.de/10008648672