Next Article in Journal
Lasso Maximum Likelihood Estimation of Parametric Models with Singular Information Matrices
Previous Article in Journal
Estimating Unobservable Inflation Expectations in the New Keynesian Phillips Curve
Previous Article in Special Issue
Time-Varying Window Length for Correlation Forecasts
 
 

Order Article Reprints

Journal: Econometrics, 2018
Volume: 6
Number: 7

Article: A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns
Authors: by Ralf Becker, Adam Clements and Robert O'Neill
Link: https://www.mdpi.com/2225-1146/6/1/7

MDPI offers high quality article reprints with convenient shipping to destinations worldwide. Each reprint features a 270 gsm bright white cover and 105 gsm premium white paper, bound with two stitches for durability and printed in full color. The cover design is customized to your article and designed to be complimentary to the journal.

Order Cost and Details

Shipping Address

Billing Address

Notes or Comments

Validate and Place Order

The order must be prepaid after it is placed

req denotes required fields.
Back to TopTop