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~person:"Pesaran, M. Hashem"
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Pesaran, M. Hashem
McAleer, Michael
390
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370
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312
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183
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1
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2008
Persistent link: https://www.econbiz.de/10003850869
Saved in:
2
Forecasting random walks under drift instability
Pesaran, M. Hashem
(
contributor
);
Pick, Andreas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003711763
Saved in:
3
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2009
Persistent link: https://www.econbiz.de/10003816240
Saved in:
4
Forecasting Random Walks under Drift Instability
Pesaran, M. Hashem
-
2011
estimation windows. It develops theoretical results for random walks when their drift and/or
volatility
are subject to one or …
Persistent link: https://www.econbiz.de/10012714199
Saved in:
5
Forecasting Random Walks Under Drift Instability
Pesaran, M. Hashem
-
2011
estimation windows. It develops theoretical results for random walks when their drift and/or
volatility
are subject to one or …
Persistent link: https://www.econbiz.de/10012756639
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Conditional
volatility
and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
-
2010
return correlations using weekly returns on futures markets and investigate the extent to which multivariate
volatility
…
Persistent link: https://www.econbiz.de/10003965868
Saved in:
9
Conditional
Volatility
and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash
Pesaran, Bahram
-
2013
return correlations using weekly returns on futures markets and investigate the extent to which multivariate
volatility
…
Persistent link: https://www.econbiz.de/10013094817
Saved in:
10
Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003729150
Saved in:
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