Browsing by Subject VaR diagnostics

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PreviewIssue DateTitleAuthor(s)
1025.pdfApr-2010Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock MarketPesaran, M Hashem
0734.pdfJun-2007Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t DistributionPesaran, Bahram; Pesaran, M Hashem

Showing results 1 to 2 of 2