13
H index
15
i10 index
525
Citations
Chung-Ang University | 13 H index 15 i10 index 525 Citations RESEARCH PRODUCTION: 44 Articles 3 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 15 years (2008 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa1014 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sung Y. Park. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University | 2 |
Year | Title of citing document |
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2023 | Unconditional Quantile Partial Effects via Conditional Quantile Regression. (2023). Montes-Rojas, Gabriel ; Galvao, Antonio ; Julian, Martinez-Iriarte ; Antonio, Galvao ; Javier, Alejo. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4674. Full description at Econpapers || Download paper |
2023 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper |
2023 | Unconditional Quantile Partial Effects via Conditional Quantile Regression. (2023). Montes-Rojas, Gabriel ; Martinez-Iriarte, Julian ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2301.07241. Full description at Econpapers || Download paper |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper |
2023 | A return-diversification approach to portfolio selection. (2023). Giacometti, Rosella ; Cesarone, Francesco ; Tardella, Fabio ; Martino, Manuel Luis. In: Papers. RePEc:arx:papers:2312.09707. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Income elasticity of demand and stock market beta. (2023). Kim, Doyeon ; Bhadra, Madhusmita. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:225-240. Full description at Econpapers || Download paper |
2023 | Buy and buy again: The impact of unique reference points on (re)purchase decisions. (2023). Richards, Daniel W ; Willows, Gizelle D. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:301-316. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45. Full description at Econpapers || Download paper |
2023 | Does digital finance change the stability of money demand function? Evidence from China. (2023). Lu, Yao ; Zhan, Shuwei ; Wang, Lijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000696. Full description at Econpapers || Download paper |
2023 | Corporate investment and the dilemma of the monetary policy: Evidence from China. (2023). Lee, Chien-Chiang ; Wan, Jianjun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:106-121. Full description at Econpapers || Download paper |
2023 | How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach. (2023). Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000025. Full description at Econpapers || Download paper |
2023 | Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621. Full description at Econpapers || Download paper |
2023 | Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:302-314. Full description at Econpapers || Download paper |
2023 | The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks. (2023). Sohag, Kazi ; Mariev, Oleg ; Kalina, Irina ; Hassan, M. Kabir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002220. Full description at Econpapers || Download paper |
2023 | Is timing everything? Assessing the evidence on whether energy/electricity demand elasticities are time-varying. (2023). Liddle, Brantley. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003705. Full description at Econpapers || Download paper |
2023 | On the performance of the United States nuclear power sector: A Bayesian approach. (2023). Bernstein, David ; Tsionas, Mike G ; Parmeter, Christopher F. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003821. Full description at Econpapers || Download paper |
2023 | Asymmetry effect of oil price shocks and the lagging effect of oil price jumps: Evidence from Chinas automobile markets. (2023). Shang, Hongli ; Zhang, Chuanguo. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005274. Full description at Econpapers || Download paper |
2023 | Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385. Full description at Econpapers || Download paper |
2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper |
2023 | Riding the green rails: Exploring the nexus between high-speed trains, green innovation, and carbon emissions. (2023). Wei, Jia ; Wan, Kunyang ; Chen, Wenqing ; Zhao, Changyi. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223023496. Full description at Econpapers || Download paper |
2023 | Comovements between multidimensional investor sentiment and returns on internet financial products. (2023). Zhang, Shuonan ; Yu, Jingjing ; Jin, Chenglu ; Wang, Shengnan ; Chen, Rongda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003830. Full description at Econpapers || Download paper |
2023 | Does oil price uncertainty matter in firm innovation? Evidence from China. (2023). Song, Xinyu ; Yang, Baochen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300203x. Full description at Econpapers || Download paper |
2023 | Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617. Full description at Econpapers || Download paper |
2023 | Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043. Full description at Econpapers || Download paper |
2023 | Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560. Full description at Econpapers || Download paper |
2023 | Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715. Full description at Econpapers || Download paper |
2023 | Energy transition, geopolitical risk, and natural resources extraction: A novel perspective of energy transition and resources extraction. (2023). DAGESTANI, ABD ALWAHED ; Zhao, Shikuan ; Shinwari, Riazullah ; Zhang, Shaohe. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003197. Full description at Econpapers || Download paper |
2023 | The effect of financial development on natural gas resource rent in Ghana. (2023). Adabor, Opoku. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003318. Full description at Econpapers || Download paper |
2023 | Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Jareo, Francisco ; Koczar, Monika W ; Escribano, Ana. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658. Full description at Econpapers || Download paper |
2023 | Natural resource curse: A literature survey and comparative assessment of regional groupings of oil-rich countries. (2023). Benhin, James ; Alssadek, Marwan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s030142072300452x. Full description at Econpapers || Download paper |
2023 | The impact of science and technology services on agricultural income of rural household: An investigation based on the three northeastern provinces of China. (2023). Li, Qinghai ; Chen, Huihui. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:191:y:2023:i:c:s0040162523002275. Full description at Econpapers || Download paper |
2023 | Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966. Full description at Econpapers || Download paper |
2023 | Identifying Urban–Rural Disparities and Associated Factors in the Prevalence of Disabilities in Tianjin, China. (2023). Zhao, Liang ; Du, Mengbing ; Qiu, Ning ; Han, Xinyu ; Jiang, Yuxiao. In: Land. RePEc:gam:jlands:v:12:y:2023:i:8:p:1480-:d:1202069. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Asymmetric Wealth Effect between US Stock Markets and US Housing Market and European Stock Markets: Evidences from TAR and MTAR. (2023). Ramos, Patricia ; Gomes, Luis ; Coelho, Pedro. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:7:p:124-:d:1190209. Full description at Econpapers || Download paper |
2023 | Sustainable Employment in Developing and Emerging Countries: Testing Augmented Okun’s Law in Light of Institutional Quality. (2023). Raies, Asma. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3088-:d:1061784. Full description at Econpapers || Download paper |
2023 | Consumer Confidence and Stock Markets Returns. (2023). Jiaming, XU ; Gaspar, Raquel M. In: Working Papers REM. RePEc:ise:remwps:wp02922023. Full description at Econpapers || Download paper |
2023 | Economic policy uncertainty, governance institutions and economic performance in Africa: are there regional differences?. (2023). Orji, Anthony ; Ogbonna, Oliver E ; Ogbuabor, Jonathan E ; Ekeocha, Davidmac O. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09472-7. Full description at Econpapers || Download paper |
2023 | Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis. (2023). Al-Khasawneh, Jamal A ; Nusair, Salah A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09494-9. Full description at Econpapers || Download paper |
2023 | Investigating the Links between UK House Prices and Share Prices with Copulas. (2023). Tsiaras, Leonidas ; Bissoondeeal, Rakesh K. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:3:d:10.1007_s11146-021-09854-0. Full description at Econpapers || Download paper |
2023 | Domestic transport charges: Estimation of transport-related elasticities. (2023). Le, Trinh ; Hyslop, Dean ; Watson, Nic ; Riggs, Lynn ; Mare, David. In: Working Papers. RePEc:mtu:wpaper:23_10. Full description at Econpapers || Download paper |
2023 | Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2023-04. Full description at Econpapers || Download paper |
2023 | Is the volatility of international tourism revenues affected by tourism source market structure? An empirical analysis of Turkey. (2023). Uzun, Merve ; Tkenmez, Egemen Gne ; Aaazade, Seymur. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:2:p:291-304. Full description at Econpapers || Download paper |
2023 | Age- and Gender-specific Output-employment Relationship across Economic Sectors. (2023). Rupliene, Dovile ; Eputiene, Janina ; Matuzevieiute, Kristina ; Dargenyte-Kacilevieiene, Laura ; Butkus, Mindaugas. In: Journal of Economics / Ekonomicky casopis. RePEc:sav:journl:v:71:y:2023:i:1:p:3-22. Full description at Econpapers || Download paper |
2023 | Bauxite mining and economic growth in Guinea over the period 1986–2020: empirical evidence from ARDL and NARDL approaches. (2023). Camara, Mamoudou. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:1:d:10.1007_s13563-022-00356-w. Full description at Econpapers || Download paper |
2023 | Mean-Variance-VaR portfolios: MIQP formulation and performance analysis. (2023). Tardella, Fabio ; Martino, Manuel L ; Cesarone, Francesco. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:3:d:10.1007_s00291-023-00719-x. Full description at Econpapers || Download paper |
2023 | A revisit to the relationship between globalization and income inequality: are levels of development really paramount?. (2023). Aslan, Alper ; Ocal, Oguz ; Han, Volkan. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:1:d:10.1007_s11135-022-01402-z. Full description at Econpapers || Download paper |
2023 | Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence from NARDL testing approach. (2023). Singh, Gurcharan ; Kumar, Ankit. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:47-57. Full description at Econpapers || Download paper |
2023 | Oil price volatility and stock returns: Evidence from three oil?price wars. (2023). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Imtiaz Hussain. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3162-3182. Full description at Econpapers || Download paper |
2023 | Forecasting energy prices: Quantile?based risk models. (2023). Apergis, Nicholas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:17-33. Full description at Econpapers || Download paper |
2023 | The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century. (2023). Teo, Jiajun ; Go, Youhow ; Chan, Kam Fong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1559-1575. Full description at Econpapers || Download paper |
2023 | The influence of oil price uncertainty on stock liquidity. (2023). Wong, Jin Boon ; Zhang, Qin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:141-167. Full description at Econpapers || Download paper |
2023 | Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791. Full description at Econpapers || Download paper |
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Journal of Economic Development | |
Journal of Economic Development |
Year | Title | Type | Cited |
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2017 | Asymmetric Relationship between Investors Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test In: International Review of Finance. [Full Text][Citation analysis] | article | 13 |
2018 | Time?Varying Investor Herding in Chinese Stock Markets In: International Review of Finance. [Full Text][Citation analysis] | article | 3 |
2013 | Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 28 |
2019 | Do gender and age impact the time?varying Okuns law? Evidence from South Korea In: Pacific Economic Review. [Full Text][Citation analysis] | article | 1 |
2016 | Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 15 |
2023 | Modeling an early warning system for household debt risk in Korea: A simple deep learning approach In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 0 |
2011 | Money demand in China and time-varying cointegration In: China Economic Review. [Full Text][Citation analysis] | article | 20 |
2012 | Resource abundance and economic growth in China In: China Economic Review. [Full Text][Citation analysis] | article | 28 |
2013 | Resource Abundance and Economic Growth in China.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2014 | Do net positions in the futures market cause spot prices of crude oil? In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
2015 | The role of financial speculation in the energy future markets: A new time-varying coefficient approach In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2016 | Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2014 | A simple spatial dependence test robust to local and distributional misspecifications In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2013 | A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2014 | Nonlinear dependence between stock and real estate markets in China In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
2014 | Nonlinear Dependence between Stock and Real Estate Markets in China.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2018 | Generalized empirical likelihood specification test robust to local misspecification In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2009 | Maximum entropy autoregressive conditional heteroskedasticity model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
2016 | Optimal conditional hedge ratio: A simple shrinkage estimation approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
2021 | The impact of oil price volatility on stock markets: Evidences from oil-importing countries In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
2010 | An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach In: Energy Economics. [Full Text][Citation analysis] | article | 66 |
2016 | Crude oil and stock markets: Causal relationships in tails? In: Energy Economics. [Full Text][Citation analysis] | article | 61 |
2017 | Oil prices and stock markets: Does the effect of uncertainty change over time? In: Energy Economics. [Full Text][Citation analysis] | article | 46 |
2023 | Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach In: Energy Policy. [Full Text][Citation analysis] | article | 1 |
2016 | Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2021 | Causal relationship among cryptocurrencies: A conditional quantile approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2021 | Optimal portfolio selection using a simple double-shrinkage selection rule In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2013 | Multivariate density forecast evaluation: A modified approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
2017 | The dynamic conditional relationship between stock market returns and implied volatility In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
2018 | Dynamic conditional relationships between developed and emerging markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
2017 | Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
2018 | Information theoretic approaches to income density estimation with an application to the U.S. income data In: The Journal of Economic Inequality. [Full Text][Citation analysis] | article | 0 |
2018 | Information theoretic approaches to income density estimation with an application to the U.S. income data.(2018) In: The Journal of Economic Inequality. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2015 | Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 7 |
2010 | Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis In: Tourism Economics. [Full Text][Citation analysis] | article | 7 |
2011 | Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
2016 | Determinants of systematic risk in the US Restaurant industry In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
2021 | On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2010 | Determinants of volatility on international tourism demand for South Korea: an empirical note In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2015 | An empirical test for Okuns law using a smooth time-varying parameter approach: evidence from East Asian countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2022 | Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2023 | Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Global energy intensity convergence using a spatial panel growth model In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Optimal Portfolio Diversification Using the Maximum Entropy Principle In: Econometric Reviews. [Full Text][Citation analysis] | article | 45 |
2018 | Testing for a unit root in a nonlinear quantile autoregression framework In: Econometric Reviews. [Full Text][Citation analysis] | article | 9 |
2010 | Estimation and hedging effectiveness of time?varying hedge ratio: Flexible bivariate garch approaches In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 30 |
2016 | Estimation and Hedging Effectiveness of Time?Varying Hedge Ratio: Nonparametric Approaches In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
2014 | Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
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