Search

or Explore

informaworld

HOME | SEARCH | BROWSE

About this Journal

Authors: Hashem Pesaran ^a; Davide Pettenuzzo ^b; Allan Timmermann ^c

Affiliations:	^a University of Cambridge,
	^b Bocconi University and Bates and White LLC,
	^c University of California, San Diego, La Folla, California, USA

DOI: 10.1080/07474930701220352

Publication Frequency: 6 issues per year

Published in: journal

Econometric Reviews, Volume 26, Issue 2 - 4 March 2007 , pages 253 - 288

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: HTML (English) : PDF (English)

Article Requests: Order Reprints : Request Permissions

This article has 32 references. You must have access to this article in order to view its references.