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isPartOf:"The econometrics journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~person:"Cheffou, Abdoulkarim Idi"
~subject:"Finanzkrise"
~subject:"Volatility"
~subject:"Volatilität"
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Search: subject_exact:"ARCH-Modell"
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Finanzkrise
Volatility
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ARCH model
2
ARCH-Modell
2
Ansteckungseffekt
1
Contagion
1
Contagion effect
1
DCC-MGARCH model
1
Exchange rate
1
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1
GARCH model
1
Insolvency
1
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Intraday data
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Cheffou, Abdoulkarim Idi
Gupta, Rangan
3
Hamori, Shigeyuki
3
Huang, Zhuo
3
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3
Ma, Feng
3
McMillan, David G.
3
Speight, Alan E. H.
3
Todorova, Neda
3
Wang, Tianyi
3
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3
Zhang, Yaojie
3
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2
Batten, Jonathan A.
2
Ben Sita, Bernard
2
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Pal, Debdatta
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1
Ajmi, Ahdi Noomen
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The econometrics journal
Applied financial economics
Economic modelling
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1
Decision making and risk/return optimization in financial economics
1
Review of quantitative finance and accounting
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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
On oil-US exchange rate volatility relationships : an intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
; …
- In:
Economic modelling
59
(
2016
),
pp. 329-334
Persistent link: https://www.econbiz.de/10011647852
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