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isPartOf:"MPRA Paper"
~isPartOf:"Global business review"
~isPartOf:"The journal of international trade & economic development"
~person:"Selmi, Refk"
~person:"Sinha, Pankaj"
~subject:"ARCH-Modell"
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Investigating impact of volatility persistence and information inflow on volatility of stock indices using bivarite GJR-GARCH
Sinha, Pankaj
;
Agnihotri, Shalini
- In:
Global business review
17
(
2016
)
5
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10011644073
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2
Exchange volatility and export performance in Egypt : new insights from wavelet decomposition and optimal GARCH model
Bouoiyour, Jamal
;
Selmi, Refk
- In:
The journal of international trade & economic development
24
(
2015
)
1/2
,
pp. 201-227
Persistent link: https://www.econbiz.de/10011343487
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