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subject:"Portfolio-Management"
subject:"United States"
~person:"Pesaran, M. Hashem"
~subject:"Risk"
~subject:"Volatility"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Pesaran, M. Hashem
Fabozzi, Frank J.
50
Gupta, Rangan
47
Gollier, Christian
41
Eeckhoudt, Louis R.
39
Chavas, Jean-Paul
37
Wong, Wing Keung
34
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32
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31
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30
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29
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28
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27
Lien, Da-hsiang Donald
27
McAleer, Michael
27
Viscusi, W. Kip
27
Li, Duan
25
Madan, Dilip B.
25
Acemoglu, Daron
24
Lee, Cheng F.
24
Levy, Haim
24
Wang, Ruodu
24
Serletis, Apostolos
23
Siu, Tak Kuen
23
Caporale, Guglielmo Maria
22
Lo, Andrew W.
22
Platen, Eckhard
22
Satchell, Stephen
22
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21
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21
Markowitz, Harry
21
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21
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20
Alghalith, Moawia
20
Caballero, Ricardo J.
20
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20
Engle, Robert F.
20
Forsyth, Peter A.
20
Gil-Alaña, Luis A.
20
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20
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20
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ECONIS (ZBW)
12
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1
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1
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
2
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
3
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
Saved in:
4
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
5
The cost effectiveness of the UK's sovereign debt portfolio
Coe, Patrick J.
;
Pesaran, M. Hashem
;
Vahey, Shaun P.
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 467-495
Persistent link: https://www.econbiz.de/10003020793
Saved in:
6
Forecast uncertainties in macroeconomic modeling : an application to the UK economy
Garratt, Anthony
;
Lee, Kevin C.
;
Pesaran, M. Hashem
; …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 829-838
Persistent link: https://www.econbiz.de/10001971275
Saved in:
7
Stochastic growth models and their econometric implications
Binder, Michael
;
Pesaran, M. Hashem
- In:
Journal of economic growth
4
(
1999
)
2
,
pp. 139-183
Persistent link: https://www.econbiz.de/10001404798
Saved in:
8
On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands
Anderson, Heather M.
;
Schmidt, Peter
- In:
Journal of applied econometrics
12
(
1997
)
5
,
pp. 477-498
Persistent link: https://www.econbiz.de/10001336657
Saved in:
9
Growth and convergence in a multi-country empirical stochastic Solow model
Lee, Kevin C.
- In:
Journal of applied econometrics
12
(
1997
)
4
,
pp. 357-392
Persistent link: https://www.econbiz.de/10001223750
Saved in:
10
Forecasting ultimate resource recovery
Pesaran, M. Hashem
- In:
International journal of forecasting
11
(
1995
)
4
,
pp. 543-555
Persistent link: https://www.econbiz.de/10001203022
Saved in:
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