Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

Robert de Jong and J. Davidson

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 1996
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Related works:
Journal Article: Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices (2000)
Working Paper: Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices (1996)
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