A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns.
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| Title: | A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns. |
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| Authors: | Becker, Ralf1 ralf.becker@manchester.ac.uk, Clements, Adam2 a.clements@qut.edu.au, O’Neill, Robert3 r.o’neill@hud.ac.uk |
| Source: | Econometrics (2225-1146). Mar2018, Vol. 6 Issue 1, p7. 27p. |
| Database: | Business Source Ultimate |
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| ISSN: | 22251146 |
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| DOI: | 10.3390/econometrics6010007 |
