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  1. Dong, Chaohua [Author]; Gao, Jiti [Author]; Peng, Bin [Author]

    Varying-coefficient panel data models with partially observed factor structure

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    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, January 2018

    Published in: Monash University: Working paper ; 2018,1

  2. Cheema, Muhammad A. [Author]; Nartea, Gilbert V. [Author]

    Cross-sectional and time-series momentum returns and market dynamics : are Islamic stocks different?

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    Christchurch, New Zealand: Department of Economics and Finance, College of Business and Economics, University of Canterbury, 2017

    Published in: University of Canterbury: Working paper ; 201714

  3. Cheng, Tingting [Author]; Gao, Jiti [Author]; Linton, Oliver [Author]

    Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction

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    Victoria: Monash University, Department of Econometrics and Business Statistics, September 2017

    Published in: Monash University: Working paper ; 2017,13

  4. Cai, Biqing [Author]; Gao, Jiti [Author]

    A simple nonlinear predictive model for stock returns

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    Victoria: Monash University, Department of Econometrics and Business Statistics, November 2017

    Published in: Monash University: Working paper ; 2017,18

  5. Ishiwatari, Mikio [Author]; Sasaki, Daisuke [Author]

    Investments in flood protection : trends in flood damage and protection in growing Asian economies : research on demand estimate on infrastructure in Asia

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    Tokyo, Japan: JICA Ogata Sadako Research Institute for Peace and Development, [2021]

    Published in: JICA Ogata Research Institute working paper ; 221

  6. Allen, David E. [Author]; McAleer, Michael [Author]

    Theoretical and empirical differences between diagonal and full BEKK for risk management

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    [Rotterdam]: [Econometric Institute, Erasmus School of Economics], [2017]

    Published in: Econometrisch Instituut: Econometric Institute research papers ; 2017,22