Showing 1 - 10 of 12,732
Persistent link: https://www.econbiz.de/10003904272
Persistent link: https://www.econbiz.de/10010345431
Persistent link: https://www.econbiz.de/10012250026
Persistent link: https://www.econbiz.de/10011376376
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/10003880627
Persistent link: https://www.econbiz.de/10003384566
Persistent link: https://www.econbiz.de/10011305317
Persistent link: https://www.econbiz.de/10009754013
Persistent link: https://www.econbiz.de/10009688795