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Banca d'Italia)
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Money Macro and Finance Research Group
European Central Bank
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Money Macro and Finance (MMF) Research Group Conference 2004
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Econometric Issues in the Analysis of Contagion
Pesaran, Hashem
;
Pick, Andreas
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Money Macro and Finance Research Group
-
2004
Persistent link: https://www.econbiz.de/10004975762
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Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management
Pesaran, Hashem
;
Zaffaroni, Paolo
;
Banca d'Italia)
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Money Macro and Finance Research Group
-
2004
Persistent link: https://www.econbiz.de/10004975763
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