A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns

Author： Becker Ralf   Clements Adam   O’Neill Robert  

Publisher： MDPI

E-ISSN： 2225-1146|6|1|7-7

ISSN： 2225-1146

Source： Econometrics, Vol.6, Iss.1, 2018-02, pp. : 7-7

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