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person:"Pesaran, M. Hashem"
subject:"Welt"
~isPartOf:"Economic modelling"
~person:"Bloom, Nicholas"
~person:"Cheung, Yin-Wong"
~person:"MacDonald, Ronald"
~subject:"Consumer price index"
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Welt
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Pesaran, M. Hashem
Bloom, Nicholas
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
2
Markov switching regimes in a monetary exchange rate model
Frömmel, Michael
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Economic modelling
22
(
2005
)
3
,
pp. 485-502
Persistent link: https://www.econbiz.de/10002770119
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