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person:"Pesaran, M. Hashem"
subject:"Welt"
~isPartOf:"Economic modelling"
~person:"Cross, Jamie"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Article in journal"
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Pesaran, M. Hashem
Cross, Jamie
Arčabić, Vladimir
4
Chang, Chun Ping
4
Apergēs, Nikolaos
3
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Economic modelling
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Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie
;
Hou, Chenghan
;
Trinh, Kelly
- In:
Economic modelling
104
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
Saved in:
2
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
Saved in:
3
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:
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