Narrow search
Showing 1 - 10 of 472
Cover Image
Forecasting random walks under drift instability
Pesaran, M. Hashem; Pick, Andreas - 2008
Persistent link: https://www.econbiz.de/10003850869
Cover Image
Forecasting random walks under drift instability
Pesaran, M. Hashem (contributor); Pick, Andreas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003711763
Cover Image
Forecasting random walks under drift instability
Pesaran, M. Hashem; Pick, Andreas - 2009
Persistent link: https://www.econbiz.de/10003816240
Cover Image
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
Cover Image
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
Cover Image
Model Averaging in Risk Management with an Application to Futures Markets
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003641741
Cover Image
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Cover Image
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671171
Cover Image
Model Averaging in Risk Management with an Application to Futures Markets
Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - 2021
This paper considers the problem of model uncertainty in the case of multi-asset volatility models and discusses the … management. Evaluation of volatility models is then considered and a simple Value-at-Risk (VaR) diagnostic test is proposed for …
Persistent link: https://www.econbiz.de/10013316571
Cover Image
Estimating limited-dependent rational expectations models : with an application to exchange rate determination in a target zone
Pesaran, M. Hashem; Samiei, Hossein - 1991 - Rev
Persistent link: https://www.econbiz.de/10000819865