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~person:"Pesaran, M. Hashem"
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Pesaran, M. Hashem
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1
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:
2
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:
3
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:
4
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:
5
A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001379445
Saved in:
6
On the
volatility
and efficiency of stock prices
Pesaran, M. Hashem
-
1989
Persistent link: https://www.econbiz.de/10000127642
Saved in:
7
Oil prices and the global economy : is it different this time around?
Mohaddes, Kamiar
;
Pesaran, M. Hashem
-
2016
Persistent link: https://www.econbiz.de/10011754338
Saved in:
8
Oil prices and the global economy : is it different this time around?
Mohaddes, Kamiar
;
Pesaran, M. Hashem
- In:
Energy economics
65
(
2017
),
pp. 315-325
Persistent link: https://www.econbiz.de/10011803985
Saved in:
9
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2009
Persistent link: https://www.econbiz.de/10003816240
Saved in:
10
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2008
Persistent link: https://www.econbiz.de/10003850869
Saved in:
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