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Element-by-element estimation of a volatility matrix. An Italian portfolio simulation

Authors :
Alessia Naccarato
Andrea Pierini
Source :
Investment Management & Financial Innovations, Vol 11, Iss 3 (2014)
Publication Year :
2014
Publisher :
LLC "CPC "Business Perspectives", 2014.

Subjects

Subjects :
Finance
HG1-9999

Details

Language :
English
ISSN :
18104967 and 18129358
Volume :
11
Issue :
3
Database :
Directory of Open Access Journals
Journal :
Investment Management & Financial Innovations
Publication Type :
Academic Journal
Accession number :
edsdoj.6a878ce54b038c0f9d6e159c815b
Document Type :
article