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~person:"Gao, Jiti"
~person:"Gupta, Rangan"
~subject:"Börsenkurs"
~subject:"Schätztheorie"
~subject:"Yield curve"
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Börsenkurs
Schätztheorie
Yield curve
Forecasting model
302
Prognoseverfahren
302
Estimation
257
Schätzung
256
Theorie
182
Theory
182
Volatility
177
Volatilität
177
Nichtparametrisches Verfahren
174
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174
Time series analysis
173
Zeitreihenanalyse
173
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134
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Gao, Jiti
Gupta, Rangan
Phillips, Peter C. B.
143
Linton, Oliver
109
Rudebusch, Glenn D.
108
Caporale, Guglielmo Maria
103
Bekaert, Geert
92
Chen, Xiaohong
80
Härdle, Wolfgang
76
Lütkepohl, Helmut
76
McAleer, Michael
74
Diebold, Francis X.
70
Campbell, John Y.
69
Koopman, Siem Jan
67
Christensen, Jens H. E.
66
Monfort, Alain
66
McMillan, David G.
64
Wright, Jonathan H.
64
Chiarella, Carl
63
Akram, Tanweer
62
Cai, Zongwu
62
Pesaran, M. Hashem
61
Favero, Carlo A.
60
Kapetanios, George
60
Gouriéroux, Christian
57
Wohar, Mark E.
57
Zaremba, Adam
57
Pierdzioch, Christian
53
Gil-Alaña, Luis A.
52
Wu, Jing Cynthia
52
Engle, Robert F.
50
Hamilton, James D.
50
Lux, Thomas
50
Baltagi, Badi H.
49
Newey, Whitney K.
49
Li, Degui
48
Scaillet, Olivier
48
Lee, Lung-fei
47
Marcellino, Massimiliano
47
Simar, Léopold
47
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Working paper / Department of Econometrics and Business Statistics, Monash University
54
Department of Economics working paper series
28
Journal of econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
6
Finance research letters
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The European journal of finance
5
Econometric theory
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge working papers in economics
3
Cowles Foundation Discussion Paper
3
Econometric reviews
3
Economic modelling
3
Economics letters
3
International review of financial analysis
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working papers / University of Connecticut, Department of Economics
3
CREATES research paper
2
Cowles Foundation discussion paper
2
Emerging markets, finance and trade : EMFT
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economics and finance
2
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2
Journal of multinational financial management
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Annals of financial economics
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Applied economics letters
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Applied financial economics
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ECONIS (ZBW)
264
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1
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
2
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
3
GARCHX-NoVaS : a
model
-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
4
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
5
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
6
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
7
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
8
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
9
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
10
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
functions in Section two using a very simple
model
. This approach is of general interest and applicability. We further use the …
Persistent link: https://www.econbiz.de/10014262291
Saved in:
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