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~person:"Ji, Qiang"
~person:"Sentana, Enrique"
~subject:"Capital income"
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Capital income
Multivariate Verteilung
12
Multivariate distribution
12
Kapitaleinkommen
10
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6
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6
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6
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tail dependence
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Ji, Qiang
Sentana, Enrique
Christiansen, Charlotte
13
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12
Wolf, Michael
12
Koopman, Siem Jan
11
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10
McMillan, David G.
10
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9
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9
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9
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8
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8
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8
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8
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8
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7
Hammoudeh, Shawkat
7
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7
Shahzad, Syed Jawad Hussain
7
Zhu, Huiming
7
Asai, Manabu
6
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6
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6
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6
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6
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6
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6
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6
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5
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5
Chang, Kuang-Liang
5
Demirer, Rıza
5
McAleer, Michael
5
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5
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2
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2
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1
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1
Energy economics
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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ECONIS (ZBW)
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1
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
4
Dependence
structure between the BRICS foreign exchange and stock markets using the
dependence
-switching copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Chauhan, Yogesh
; …
- In:
International review of financial analysis
63
(
2019
),
pp. 273-284
Persistent link: https://www.econbiz.de/10012207463
Saved in:
5
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
6
Is a normal copula the right copula?
Amengual, Dante
;
Sentana, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 350-366
Persistent link: https://www.econbiz.de/10012262480
Saved in:
7
Modelling dynamic
dependence
and risk spillover between all oil price shocks and stock market returns in the BRICS
Ji, Qiang
;
Liu, Bing-Yue
;
Zhao, Wan-Li
;
Fan, Ying
- In:
International review of financial analysis
68
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012301045
Saved in:
8
Is a normal copula the right copula?
Amengual, Dante
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408330
Saved in:
9
Analysing dynamic
dependence
between gold and stock returns : evidence using stochastic and full-range tail
dependence
copula models
Boako, Gideon
;
Tiwari, Aviral Kumar
;
Ibrahim, Muazu
; …
- In:
Finance research letters
31
(
2019
),
pp. 391-397
Persistent link: https://www.econbiz.de/10012421744
Saved in:
10
Dynamic return-volatility
dependence
and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
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