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person:"Basurto, Miguel A. Segoviano"
~isPartOf:"Cambridge working papers in economics"
~person:"Pesaran, M. Hashem"
~subject:"Currency derivative"
~subject:"Kapitaleinkommen"
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Currency derivative
Kapitaleinkommen
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Basurto, Miguel A. Segoviano
Pesaran, M. Hashem
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Giannitsarou, Chryssi
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem
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2010
Persistent link: https://www.econbiz.de/10003981032
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Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram
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contributor
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2007
Persistent link: https://www.econbiz.de/10003491106
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