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person:"Pesaran, M. Hashem"
subject:"World"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~person:"Bahar, Dany"
~person:"Bloom, Nicholas"
~person:"Lucas, Robert E."
~type_genre:"Aufsatz in Zeitschrift"
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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
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