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~isPartOf:"Advances in marketing, customer relationship management, and e-services (AMCRMES) book series"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Economic modelling"
~isPartOf:"The journal of economic perspectives : EP ; a journal of the American Economic Association"
~person:"Baumeister, Christiane"
~person:"Pesaran, M. Hashem"
~subject:"Electronic Commerce"
~subject:"Forecast"
~subject:"VAR-Modell"
~subject:"World"
~type_genre:"Article in journal"
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Baumeister, Christiane
Pesaran, M. Hashem
Chang, Chun Ping
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Advances in marketing, customer relationship management, and e-services (AMCRMES) book series
CESifo Working Paper Series
Economic modelling
The journal of economic perspectives : EP ; a journal of the American Economic Association
International journal of forecasting
9
Energy economics
3
Journal of applied econometrics
3
Cambridge working papers in economics
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Cambridge-INET working papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of money, credit and banking : JMCB
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Econometric reviews
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Journal of econometrics
1
Journal of economic growth
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Journal of economic surveys
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Journal of empirical finance
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Journal of international money and finance
1
Oxford bulletin of economics and statistics
1
The quarterly journal of economics
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The review of economics and statistics
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Forty years of oil price fluctuations : why the price of oil may still surprise us
Baumeister, Christiane
;
Kilian, Lutz
- In:
The journal of economic perspectives : EP ; a journal …
30
(
2016
)
1
,
pp. 139-160
Persistent link: https://www.econbiz.de/10011619989
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2
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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