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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Cambridge working papers in economics"
~person:"Cheung, Yin-Wong"
~person:"Pesaran, M. Hashem"
~subject:"Geldpolitik"
~subject:"Volatilität"
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Time series analysis
United States
Geldpolitik
Volatilität
Estimation
18
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9
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9
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7
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7
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Cheung, Yin-Wong
Pesaran, M. Hashem
Linton, Oliver
5
Harvey, Andrew C.
4
Attanasio, Orazio P.
2
Bailey, Natalia
2
Chen, Jia
2
Chudik, Alexander
2
Corsetti, Giancarlo
2
Levell, Peter
2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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Cambridge working papers in economics
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5
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ECONIS (ZBW)
9
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1
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
2
Causal effects of the Fed's large-scale asset purchases on firms' capital structure
Nocera, Andrea
;
Pesaran, M. Hashem
-
2022
Persistent link: https://www.econbiz.de/10013263468
Saved in:
3
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
4
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009580154
Saved in:
5
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem
-
2010
Persistent link: https://www.econbiz.de/10003981032
Saved in:
6
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003851191
Saved in:
7
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2008
Persistent link: https://www.econbiz.de/10003850869
Saved in:
8
Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003491106
Saved in:
9
Exploring the international linkages of the euro area : a global VAR anaylsis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
-
2005
Persistent link: https://www.econbiz.de/10002808817
Saved in:
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