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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.
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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  Data: A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns.
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  Data: <searchLink fieldCode="JN" term="%22Econometrics+%282225-1146%29%22">Econometrics (2225-1146)</searchLink>. Mar2018, Vol. 6 Issue 1, p7. 27p.
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        Value: 10.3390/econometrics6010007
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      – Code: eng
        Text: English
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      – TitleFull: A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns.
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            NameFull: Becker, Ralf
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              Text: Mar2018
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