//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Pesaran, M. Hashem"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Duration-adjusted betas
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätzung
186
Estimation
182
Theorie
89
Theory
88
Welt
48
World
48
VAR model
46
VAR-Modell
46
Schätztheorie
45
Estimation theory
44
Zeitreihenanalyse
42
Time series analysis
41
Capital income
38
Kapitaleinkommen
38
Forecasting model
35
Prognoseverfahren
35
USA
35
Börsenkurs
33
United States
33
Panel
32
Panel study
32
Share price
32
Macroeconometrics
29
Makroökonometrie
29
Korrelation
28
Correlation
27
CAPM
26
Wirkungsanalyse
26
Impact assessment
24
Volatility
22
Volatilität
22
Factor analysis
21
Faktorenanalyse
21
Wirtschaftswachstum
21
Economic growth
20
Großbritannien
20
United Kingdom
18
France
17
Frankreich
17
Consumer price index
16
more ...
less ...
Online availability
All
Free
146
Undetermined
10
Type of publication
All
Book / Working Paper
180
Article
35
Type of publication (narrower categories)
All
Working Paper
115
Arbeitspapier
109
Graue Literatur
101
Non-commercial literature
101
Article in journal
32
Aufsatz in Zeitschrift
32
Aufsatz im Buch
3
Book section
3
more ...
less ...
Language
All
English
214
Undetermined
1
Author
All
Pesaran, M. Hashem
Caporale, Guglielmo Maria
554
Gupta, Rangan
367
Wagner, Joachim
350
Gil-Alaña, Luis A.
304
Belke, Ansgar
293
McAleer, Michael
229
Schneider, Friedrich
206
Narayan, Paresh Kumar
202
Schnabel, Claus
195
Heckman, James J.
183
Buch, Claudia M.
182
Campbell, John Y.
179
Addison, John T.
176
Pierdzioch, Christian
171
Bahmani-Oskooee, Mohsen
167
Fitzenberger, Bernd
163
Nunnenkamp, Peter
163
Görg, Holger
162
Ours, Jan C. van
159
Woessmann, Ludger
158
Zaremba, Adam
155
Dreher, Axel
151
Bauer, Thomas K.
150
Riphahn, Regina T.
145
Berg, Gerard J. van den
144
Herwartz, Helmut
144
Stulz, René M.
142
Hautsch, Nikolaus
137
Winter-Ebmer, Rudolf
137
Cheung, Yin-Wong
134
Egger, Peter
134
Lechner, Michael
133
Wohar, Mark E.
133
Dreger, Christian
131
Lalive, Rafael
131
Stambaugh, Robert F.
131
Faff, Robert W.
129
Bekaert, Geert
128
Fritsch, Michael
125
more ...
less ...
Institution
All
National Bureau of Economic Research
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
Birkbeck College / Department of Economics
1
Institute for the Study of Labor (IZA)
1
Published in...
All
CESifo working papers
35
Cambridge working papers in economics
18
DAE working paper
16
CESifo Working Paper Series
15
CESifo Working Paper
10
Discussion paper series / IZA
10
IZA Discussion Paper
9
Journal of applied econometrics
8
USC-INET Research Paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Working paper series / European Central Bank
4
CAMA working paper series
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Discussion papers in economics
3
IZA Discussion Papers
3
DNB working paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers / CEPR
2
ECB Working Paper
2
ERF working papers series
2
Globalization Institute Working Paper
2
Globalization and Monetary Policy Institute Working Paper
2
Journal of empirical finance
2
NBER working paper series
2
Working paper
2
, Vol. , pp. -
1
Banque de France Working Paper
1
Birkbeck working papers in economics and finance : BWPEF
1
Bundesbank Series 1 Discussion Paper
1
CAMA Working Paper
1
Cambridge-INET working papers
1
Department of Economics working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Institute of Social and Economic Research
1
Discussion paper in financial economics : FE
1
Econometric reviews
1
Economic modelling
1
more ...
less ...
Source
All
ECONIS (ZBW)
208
EconStor
6
RePEc
1
Showing
1
-
10
of
215
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
findings. Finally, we undertake an empirical investigation of α for the errors of the
CAPM
model and its Fama-French extensions …
Persistent link: https://www.econbiz.de/10011900761
Saved in:
2
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
3
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147745
Saved in:
4
The statistical and economic significance of the predictability of excess returns of common stocks
Pesaran, M. Hashem
;
Timmermann, Alan G.
-
1990
Persistent link: https://www.econbiz.de/10000130935
Saved in:
5
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
6
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
7
Exponent of cross-sectional dependence :
estimation
and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
8
Alternative approaches to
estimation
and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
The tensions between books and book markets as expressions of culture and books as products in profit-making businesses are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for books through laws concerning prices of books, grants...
Persistent link: https://www.econbiz.de/10002734112
Saved in:
9
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:
10
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
-
2010
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/10003965868
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->