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~institution:"Money Macro and Finance Research Group"
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Pesaran, Hashem
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Banca d'Italia)
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Money Macro and Finance Research Group
CESifo
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Faculty of Economics, University of Cambridge
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Federal Reserve Bank of St. Louis
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Money Macro and Finance (MMF) Research Group Conference 2004
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Money Macro and Finance (MMF) Research Group Conference 2005
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The Forecasing time series subject to multiple structure breaks
Pesaran, Profoessor Hashem
;
Timmermann, Allan
; …
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Money Macro and Finance Research Group
-
2005
Persistent link: https://www.econbiz.de/10004975733
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2
Econometric Issues in the Analysis of Contagion
Pesaran, Hashem
;
Pick, Andreas
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Money Macro and Finance Research Group
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2004
Persistent link: https://www.econbiz.de/10004975762
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3
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management
Pesaran, Hashem
;
Zaffaroni, Paolo
;
Banca d'Italia)
-
Money Macro and Finance Research Group
-
2004
Persistent link: https://www.econbiz.de/10004975763
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