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~accessRights:"restricted"
~person:"Bacchetta, Philippe"
~person:"Pesaran, M. Hashem"
~subject:"Finanzanalyse"
~subject:"Panel"
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Self-fulfilling risk panics
Bacchetta, Philippe
;
Tille, Cédric
;
Van Wincoop, Eric
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2010
Persistent link: https://www.econbiz.de/10003994653
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2
Self-fulfilling risk panics
Bacchetta, Philippe
;
Tille, Cédric
;
Van Wincoop, Eric
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2010
Persistent link: https://www.econbiz.de/10003987688
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3
Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem
;
Zaffaroni, Paolo
-
2005
Persistent link: https://www.econbiz.de/10003224850
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Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
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