A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns

Keyphrases

• Forecasting Techniques 100%
• Stock Market Returns 100%
• Variance-covariance 100%
• Variance-covariance Matrix 100%
• Kernel Approach 100%
• Prediction Accuracy 50%
• Popular 50%
• Macroeconomic Variables 50%
• Kernel-based 50%
• Stock Returns 50%
• Statistical Accuracy 50%
• Forecasting Tool 50%

Economics, Econometrics and Finance

• Macroeconomic Variable 100%
• Capital Market Returns 100%