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~isPartOf:"Economic modelling"
~isPartOf:"Review of derivatives research"
~isPartOf:"The quarterly journal of finance"
~person:"Artus, Patrick"
~person:"Creedy, John"
~person:"Güth, Werner"
~person:"Jarrow, Robert A."
~person:"Jiang, Cuixia"
~person:"Michel, Philippe"
~person:"Minford, Patrick"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Festschrift"
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Artus, Patrick
Creedy, John
Güth, Werner
Jarrow, Robert A.
Jiang, Cuixia
Michel, Philippe
Minford, Patrick
Afonso, Oscar
11
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8
Chaudhuri, Sarbajit
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Kit, Pong Wong
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Economic modelling
Review of derivatives research
The quarterly journal of finance
Revue économique : revue bimestrielle
39
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22
Annales d'économie et de statistique
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Economic inquiry : journal of the Western Economic Association International
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Finance : revue de l'Association Française de Finance
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Journal of economic surveys
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ECONIS (ZBW)
29
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1
Does inattentiveness matter for DSGE modeling? : an empirical investigation
Chou, Jenyu
;
Easaw, Joshy Z.
;
Minford, Patrick
- In:
Economic modelling
118
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014229222
Saved in:
2
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
3
Time-invariance coefficients tests with the adaptive multi-factor model
Zhu, Liao
;
Jarrow, Robert A.
;
Wells, Martin T.
- In:
The quarterly journal of finance
11
(
2021
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013170764
Saved in:
4
High-dimensional estimation, basis assets, and the adaptive multi-factor model
Zhu, Liao
;
Basu, Sumanta
;
Jarrow, Robert A.
;
Wells, …
- In:
The quarterly journal of finance
10
(
2020
)
4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012627440
Saved in:
5
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
6
The effects of yield control monetary policy : a helicopter money drop to financial institutions
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
The quarterly journal of finance
10
(
2020
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012423551
Saved in:
7
Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa
;
Zhuo, Xingxuan
;
Jiang, Cuixia
;
Liu, Xi
;
Liu, …
- In:
Economic modelling
75
(
2018
),
pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
Saved in:
8
An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A.
- In:
The quarterly journal of finance
8
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
Saved in:
9
An empirical investigation of large trader market manipulation in derivatives markets
Jarrow, Robert A.
;
Fung, Scott
;
Tsai, Shih-Chuan
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 331-374
Persistent link: https://www.econbiz.de/10012055746
Saved in:
10
A large CVaR-based portfolio selection model with weight constraints
Xu, Qifa
;
Zhou, Yingying
;
Jiang, Cuixia
;
Yu, Keming
; …
- In:
Economic modelling
59
(
2016
),
pp. 436-447
Persistent link: https://www.econbiz.de/10011647901
Saved in:
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