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Editorial

Holly, Sean - In: Economic Modelling 11 (1994) 1, pp. 3-3

Persistent link: https://www.econbiz.de/10005235382

Editors' introduction

Holly, Sean; Milne, Alistair - In: Economic Modelling 11 (1994) 2, pp. 123-123

Persistent link: https://www.econbiz.de/10005171051

Trade prices and supply in the UK economy

Dinenis, Elias; Holly, Sean - In: Economic Modelling 8 (1991) 4, pp. 537-545

Persistent link: https://www.econbiz.de/10005171114

House prices since the 1940s: Cointegration, demography and asymmetries

Holly, Sean; Jones, Natasha - In: Economic Modelling 14 (1997) 4, pp. 549-565

Persistent link: https://www.econbiz.de/10005205623

The London Business School econometric model : Some recent developments

Dinenis, Elias; Holly, Sean; Levine, Paul; Smith, Peter - In: Economic Modelling 6 (1989) 3, pp. 243-351

Persistent link: https://www.econbiz.de/10005205657

The London Business School econometric model of the UK

Budd, Alan; Dicks, Geoffrey; Holly, Sean; Keating, Giles; … - In: Economic Modelling 1 (1984) 4, pp. 355-420

Persistent link: https://www.econbiz.de/10005107422

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

Modelling of conditional volatilities and correlations across asset returns is an integral part of portfolio decision making and risk management. Over the past three decades there has been a trend towards increased asset return correlations across markets, a trend which has been accentuated...

Persistent link: https://www.econbiz.de/10008866262

Oil investment in the North Sea

Favero, Carlo A.; Pesaran, M. Hashem - In: Economic Modelling 11 (1994) 3, pp. 308-329

Persistent link: https://www.econbiz.de/10005171325

Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation

Hashem Pesaran, M. - In: Economic Modelling 20 (2003) 2, pp. 383-415

Persistent link: https://www.econbiz.de/10005205701