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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~person:"Pesaran, M. Hashem"
~subject:"Geldpolitik"
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Pesaran, M. Hashem
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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
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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
Persistent link: https://www.econbiz.de/10002808264
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