Narrow search
Showing 1 - 10 of 17
Cover Image
Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy
Pesaran, M. Hashem; Pierse, Richard G.; Lee, Kevin C. - 1990
Persistent link: https://www.econbiz.de/10000805454
Cover Image
A decision-theoretic approach to forecast evaluation
Granger, C. W. J.; Pesaran, M. Hashem - 1996
Persistent link: https://www.econbiz.de/10000607815
Cover Image
On the volatility and efficiency of stock prices
Pesaran, M. Hashem - 1989
Persistent link: https://www.econbiz.de/10000127642
Cover Image
A floor and ceiling model of US output
Pesaran, M. Hashem; Potter, Simon M. - 1994
Persistent link: https://www.econbiz.de/10000147746
Cover Image
Multivariate GARCH models : a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - In: Journal of applied econometrics 21 (2006) 1, pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
Cover Image
General-to-specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc; Sucarrat, Genaro - In: International journal of forecasting 26 (2010) 4, pp. 885-907
Persistent link: https://www.econbiz.de/10008807690
Cover Image
Themed issue: Topics in health econometrics
Pesaran, M. Hashem (contributor) - 2004
Persistent link: https://www.econbiz.de/10002166262
Cover Image
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans; Ghijsels, Hendrik - In: International journal of forecasting 15 (1999) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Cover Image
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Cover Image
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans (contributor) - 2002
Persistent link: https://www.econbiz.de/10001709308