Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Munich
CESifo
2010
|
| Schriftenreihe: | CESifo working papers
3023 : Category 12, Empirical and theoretical methods |
| Beschreibung: | Auch im Internet unter den Adressen www.SSRN.com, www.RePEc.org und www.CESifo-group.de verfügbar |
| Beschreibung: | 36 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| author | Pesaran, Bahram Pesaran, M. Hashem 1946- |
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| id | DE-604.BV026958610 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:18Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021619680 |
| oclc_num | 669174578 |
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| physical | 36 S. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | CESifo |
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| series2 | CESifo working papers |
| spelling | Pesaran, Bahram Verfasser aut Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash Bahram Pesaran ; M. Hashem Pesaran Munich CESifo 2010 36 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 3023 : Category 12, Empirical and theoretical methods Auch im Internet unter den Adressen www.SSRN.com, www.RePEc.org und www.CESifo-group.de verfügbar Pesaran, M. Hashem 1946- Verfasser (DE-588)122674146 aut CESifo GmbH <München> CESifo working paper series 3023 (DE-604)BV013978326 3023 |
| spellingShingle | Pesaran, Bahram Pesaran, M. Hashem 1946- Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash |
| title | Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash |
| title_auth | Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash |
| title_exact_search | Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash |
| title_full | Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash Bahram Pesaran ; M. Hashem Pesaran |
| title_fullStr | Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash Bahram Pesaran ; M. Hashem Pesaran |
| title_full_unstemmed | Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash Bahram Pesaran ; M. Hashem Pesaran |
| title_short | Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash |
| title_sort | conditional volatility and correlations of weekly returns and the var analysis of 2008 stock market crash |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT pesaranbahram conditionalvolatilityandcorrelationsofweeklyreturnsandthevaranalysisof2008stockmarketcrash AT pesaranmhashem conditionalvolatilityandcorrelationsofweeklyreturnsandthevaranalysisof2008stockmarketcrash |