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Spatial and temporal diffusion of house prices in the UK
Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - 2009
Persistent link: https://www.econbiz.de/10003944034
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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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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808714
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Testing CAPM with a large number of assets
Pesaran, M. Hashem; Yamagata, Takashi - 2012
Persistent link: https://www.econbiz.de/10009580154
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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671171
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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
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Real time econometrics
Pesaran, M. Hashem (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153306
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Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem - 2010
Persistent link: https://www.econbiz.de/10008649464
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Optimal asset allocation with factor models for large portfolios
Pesaran, M. Hashem; Zaffaroni, Paolo - 2008
Persistent link: https://www.econbiz.de/10003850829
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Iranian economy in the twentieth century : a global perspective
Esfahani, Hadi Salehi; Pesaran, M. Hashem - 2008
Persistent link: https://www.econbiz.de/10003850875