No Cover Image

Journal article 288 views

How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets / Maggie Chen, Mike Buckle, Julian Williams

Journal of Forecasting, Volume: 33, Issue: 7, Pages: 542 - 557

Swansea University Authors: Maggie Chen, Mike Buckle

Full text not available from this repository: check for access using links below.

DOI (Published version): 10.1002/for.2310

Published in: Journal of Forecasting
Published: 2014
URI: https://cronfa.swan.ac.uk/Record/cronfa18085
Tags: Add Tag
No Tags, Be the first to tag this record!
Item Description: Forthcoming
College: School of Management
Issue: 7
Start Page: 542
End Page: 557