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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Chichilnisky, Graciela"
~person:"Gao, Jiti"
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Specification testing in structural nonparametric cointegration
Dong, Chaohua
;
Gao, Jiti
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2014
Persistent link: https://www.econbiz.de/10010245252
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Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
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2013
Persistent link: https://www.econbiz.de/10010189526
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Model specification between parametric and nonparametric cointegration
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
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2012
Persistent link: https://www.econbiz.de/10009625671
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