Conditional covariance matrix forecast using the hybrid exponentially weighted moving average approach
Work
Year: 2021
Type: article
Source: Journal of Forecasting
Author Wei Kuang
Institution Lloyds Banking Group (United Kingdom)
Cites: 45
Cited by: 4
Related to: 10
FWCI: 0.793
Citation percentile (by year/subfield): 64.16
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed