Showing 1 - 10 of 10,050
Persistent link: https://www.econbiz.de/10011713430
Persistent link: https://www.econbiz.de/10003355766
Persistent link: https://www.econbiz.de/10003282228
This paper proposes a novel approach to the combination of conditional covariance matrix forecasts based on the use of the Generalized Method of Moments (GMM). It is shown how the procedure can be generalized to deal with large dimensional systems by means of a two-step strategy. The finite...
Persistent link: https://www.econbiz.de/10003796201
Persistent link: https://www.econbiz.de/10003872887
Persistent link: https://www.econbiz.de/10003971927
Persistent link: https://www.econbiz.de/10003693004
Persistent link: https://www.econbiz.de/10003675695
Persistent link: https://www.econbiz.de/10003616363
Persistent link: https://www.econbiz.de/10003622738