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isPartOf:"The econometrics journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~person:"Cheffou, Abdoulkarim Idi"
~person:"Hamori, Shigeyuki"
~subject:"Finanzkrise"
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Search: subject_exact:"ARCH-Modell"
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ARCH-Modell
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3
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Aktienmarkt
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GARCH model
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International financial market
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Cheffou, Abdoulkarim Idi
Hamori, Shigeyuki
Min, Hong-ghi
2
Yang, Lu
2
Abdallah, Oussama
1
Ahmed, Abdullahi Dahir
1
Andrikopulos, Andreas A.
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BenSaïda, Ahmed
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Hemche, Omar
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The econometrics journal
Applied financial economics
Economic modelling
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2
International review of economics & finance : IREF
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Journal of Asian economics
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Journal of international financial markets, institutions & money
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Research in international business and finance
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ECONIS (ZBW)
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On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar
;
Jawadi, Fredj
;
Maliki, Samir B.
;
Cheffou, …
- In:
Economic modelling
52
(
2016
),
pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
Saved in:
2
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu
;
Cai, Xiao Jing
;
Mengling Li
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
3
Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
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