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subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~person:"Pesaran, M. Hashem"
~person:"Satchell, Stephen"
~subject:"Großbritannien"
~type_genre:"Arbeitspapier"
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Volatility
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Pesaran, M. Hashem
Satchell, Stephen
Farah, Nathalie
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ECONIS (ZBW)
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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
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2
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2008
Persistent link: https://www.econbiz.de/10003850869
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3
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:
4
A loss aversion performance measure
Farah, Nathalie
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
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