Similar Search Results - EconBiz

Imports, output and the demand for manufactures

Anderton, Bob - In: Oxford economic papers 44 (1992) 2, pp. 175-186

Persistent link: https://www.econbiz.de/10001136092

Underlying trends in manufacturing export shares for six major industrialized countries

Anderton, Bob - In: Bulletin of economic research 43 (1991) 2, pp. 169-178

Persistent link: https://www.econbiz.de/10001102841

Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution

Pesaran, Bahram; Pesaran, Mohammad Hashem - 2007

This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by Engle (2002), and suggests the use of devolatized returns computed as returns standardized by realized volatilities rather than by GARCH type volatility estimates. The t-DCC...

Persistent link: https://www.econbiz.de/10010276212

Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution

Pesaran, Bahram; Pesaran, Mohammad Hashem - 2007

This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by Engle (2002), and suggests the use of devolatized returns computed as returns standardized by realized volatilities rather than by GARCH type volatility estimates. The t-DCC...

Persistent link: https://www.econbiz.de/10010276254

Forecasting, misspecification and unit roots : the case of AR(1) versus ARMA(1,1)

Magnus, Jan R.; Pesaran, Bahram - 1990

Persistent link: https://www.econbiz.de/10000782912

Evaluation of moments of quadratic forms in normal variables

Magnus, Jan R.; Pesaran, Bahram - 1990

Persistent link: https://www.econbiz.de/10000786810

An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds

Barr, David G.; Pesaran, Bahram - 1995

Persistent link: https://www.econbiz.de/10000907732

The statistical distribution of short-term libor rates under two monetary regimes

Pesaran, Bahram; Robinson, Gary - 1993

Persistent link: https://www.econbiz.de/10000868578

A non-nested test of level-differenced versus log-differenced stationary models

Pesaran, Bahram - In: Econometric reviews 14 (1995) 2, pp. 213-227

Persistent link: https://www.econbiz.de/10001180042

Optimal funding rules

Pesaran, Bahram - In: Journal of economic dynamics & control 21 (1997) 2, pp. 329-345

Persistent link: https://www.econbiz.de/10001215825

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