https://scholars.lib.ntu.edu.tw/handle/123456789/343561
Title: | Improved HAC covariance matrix estimation based on forecast errors | Authors: | CHUNG-MING KUAN | Issue Date: | 2008 | Journal Issue: | 99 | Start page/Pages: | 89-92 | Source: | Economics Letters | URI: | http://scholars.lib.ntu.edu.tw/handle/123456789/343561 | DOI: | 10.1016/j.econlet.2007.06.008 |
Appears in Collections: | 財務金融學系 |
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