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  2. PDF - Modelling Risks in Financial Markets: Asset Return Correlations …

    https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/091119-pesaran.pdf
    9 Jul 2023: Can the changing patterns of asset return correlations be predicted? Speaker bio Hashem Pesaran is Professor of Economics at the University of Cambridge, John Elliott Chair at the Univ ersity of ... Prev iously he has bee n the head of the E conomic

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