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~person:"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, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
2
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:
3
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:
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
Uncertainty and economic activity : a multicountry perspective : editor's choice
Cesa-Bianchi, Ambrogio
;
Pesaran, M. Hashem
;
Rebucci, …
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3393-3445
Persistent link: https://www.econbiz.de/10012248939
Saved in:
6
Uncertainty and economic activity : a multi-country perspective
Cesa-Bianchi, Ambrogio
;
Pesaran, M. Hashem
;
Rebucci, …
-
2018
Persistent link: https://www.econbiz.de/10011812225
Saved in:
7
A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001379445
Saved in:
8
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:
9
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:
10
Covid-19 time-varying reproduction numbers worldwide : an empirical analysis of mandatory and voluntary social distancing
Chudik, Alexander
;
Pesaran, M. Hashem
;
Rebucci, Alessandro
-
2021
Persistent link: https://www.econbiz.de/10012498920
Saved in:
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