Januj Juneja

Januj Juneja

San Diego State University

H-index: 6

North America-United States

About Januj Juneja

Januj Juneja, With an exceptional h-index of 6 and a recent h-index of 5 (since 2020), a distinguished researcher at San Diego State University, specializes in the field of Empirical Asset Pricing.

His recent articles reflect a diverse array of research interests and contributions to the field:

Supplementary Material for'What is the Effect of Restrictions Imposed by Principal Components Analysis on the Empirical Performance of Dynamic Term Structure Models?'

A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models

Dynamic Term Structure Models Using Principal Components Analysis Near the Zero Lower Bound

Assessing Eurosystem Policy Rules By Applying Deep Learning Approach

How the Information Technology Firms Can Grow and Perform Through Capital Allocation

Analysing the degree of integration of the euro area: how a lack of complete markets and insufficient risk sharing raise concerns about its durability and stability

How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models?

Januj Juneja Information

University

Position

___

Citations(all)

179

Citations(since 2020)

97

Cited By

126

hIndex(all)

6

hIndex(since 2020)

5

i10Index(all)

5

i10Index(since 2020)

4

Email

University Profile Page

San Diego State University

Google Scholar

View Google Scholar Profile

Januj Juneja Skills & Research Interests

Empirical Asset Pricing

Top articles of Januj Juneja

Title

Journal

Author(s)

Publication Date

Supplementary Material for'What is the Effect of Restrictions Imposed by Principal Components Analysis on the Empirical Performance of Dynamic Term Structure Models?'

Available at SSRN 4793468

Januj Juneja

2024/4/13

A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models

Computational Economics

Januj Amar Juneja

2022/6

Dynamic Term Structure Models Using Principal Components Analysis Near the Zero Lower Bound

Januj Juneja

2021

Assessing Eurosystem Policy Rules By Applying Deep Learning Approach

Januj A Juneja

AD Amar

2021/12/13

How the Information Technology Firms Can Grow and Perform Through Capital Allocation

AD Amar

Januj Juneja

2021/5/17

Analysing the degree of integration of the euro area: how a lack of complete markets and insufficient risk sharing raise concerns about its durability and stability

International Journal of Computational Economics and Econometrics

Januj Amar Juneja

2021

How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models?

Computational Management Science

Januj Amar Juneja

2021/1

See List of Professors in Januj Juneja University(San Diego State University)