Pesaran, Bahram (contributor); … - 2007
internationally competitive research in
all fields of labor economics, (ii) development of policy concepts, and (iii) dissemination … interdependence, VaR diagnostics
Corresponding author:
Hashem Pesaran
Faculty of Economics
University of Cambridge
Sidgwick … Volatility�, Journal of Financial
Economics, 61, 43-76.
[2] Andersen, T. Bollerslev, T., Diebold, F.X. and Labys, P. (2001), �The …