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person:"Gouriéroux, Christian"
~accessRights:"restricted"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
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ECONIS (ZBW)
91
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1
Hidden Markov structures for dynamic copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Wang, Weining
- In:
Econometric theory
31
(
2015
)
5
,
pp. 981-1015
Persistent link: https://www.econbiz.de/10011545496
Saved in:
2
Time-frequency relationship between US output with commodity and asset prices
Tiwari, Aviral Kumar
;
Albulescu, Claudiu Tiberiu
; …
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 227-242
Persistent link: https://www.econbiz.de/10011412694
Saved in:
3
Is wine a good choice for investment?
Bouri, Elie
;
Gupta, Rangan
;
Wong, Wing Keung
;
Zhu, Zhenzhen
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 171-183
Persistent link: https://www.econbiz.de/10012035143
Saved in:
4
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2019
-
Fifth edition
Persistent link: https://www.econbiz.de/10012000638
Saved in:
5
A time-varying approach of the US welfare cost of inflation
Miller, Stephen M.
;
Martins, Luís Filipe
;
Gupta, Rangan
- In:
Macroeconomic dynamics
23
(
2019
)
2
,
pp. 775-797
Persistent link: https://www.econbiz.de/10012126634
Saved in:
6
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Saved in:
7
Aversions to impatience, uncertainty and illiquidity
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 9-39
Persistent link: https://www.econbiz.de/10011744355
Saved in:
8
Network causality structures among Bitcoin and other financial assets : A directed acyclic graph approach
Ji, Qiang
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 203-213
Persistent link: https://www.econbiz.de/10012035043
Saved in:
9
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
10
Applied quantitative finance
Härdle, Wolfgang
(
ed.
);
Chen, Cathy Yi-Hsuan
(
ed.
); …
-
2017
-
Third edition
Persistent link: https://www.econbiz.de/10011607343
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