Moving average models for volatility and correlation and covarience matrices

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Alexander, C. (2008) Moving average models for volatility and correlation and covarience matrices. In: Fabozzi, F. J. (ed.) Handbook of finance: valuation, financial modeling, and quantitative tools. Wiley, pp. 711-724. ISBN 9780470078167

Item Type	Book or Report Section
URI	https://reading-clone.eprints-hosting.org/id/eprint/20444
Refereed	Yes
Divisions	Henley Business School > Finance and Accounting
Publisher	Wiley
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Date Deposited:	10 Jun 2011 09:33	Date item deposited into CentAUR
Last Modified:	09 Jul 2021 08:20	Date item last modified

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