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~person:"Ji, Qiang"
~subject:"Capital income"
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Capital income
Multivariate Verteilung
7
Multivariate distribution
7
Risikomaß
6
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6
Kapitaleinkommen
5
Aktienmarkt
3
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3
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Ji, Qiang
Christiansen, Charlotte
13
Ledoit, Olivier
12
Wolf, Michael
12
Koopman, Siem Jan
11
Lucas, André
10
McMillan, David G.
10
Aslanidis, Nektarios
9
Bouri, Elie
9
Engle, Robert F.
9
Baele, Lieven
8
Bekaert, Geert
8
Boudt, Kris
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Diebold, Francis X.
8
Pesaran, M. Hashem
8
Tiwari, Aviral Kumar
8
Gupta, Rangan
7
Hammoudeh, Shawkat
7
Inghelbrecht, Koen
7
Shahzad, Syed Jawad Hussain
7
Zhu, Huiming
7
Asai, Manabu
6
Brandt, Michael W.
6
Cotter, John
6
De Nard, Gianluca
6
Gribisch, Bastian
6
Janus, Paweł
6
Nguyen, Duc Khuong
6
Solnik, Bruno
6
Amengual, Dante
5
Bauwens, Luc
5
Chang, Kuang-Liang
5
Demirer, Rıza
5
McAleer, Michael
5
Opschoor, Anne
5
Schüler, Martin
5
Sentana, Enrique
5
Sheppard, Kevin
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5
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International review of financial analysis
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Finance research letters
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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
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:
3
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:
4
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:
5
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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