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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~person:"Bailey, Natalia"
~person:"Kapetanios, George"
~subject:"Share price"
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
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2012
Persistent link: https://www.econbiz.de/10009579875
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
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2005
Persistent link: https://www.econbiz.de/10002808714
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