Bahram Pesaran
3 published titles
Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
1 edition
- University of Cambridge, Faculty of Economics
- 2007
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Time series econometrics : using Microfit 5.0
1 edition
- ISBN: 9780199563531
- Oxford University Press
- 2009
- Details
- ISBN: 9780199231126
- Oxford University Press
- 2009
- Details