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language:"eng"
~person:"Khalifa, Ahmed A. A."
~subject:"Volatilität"
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Volatilität
Aktienmarkt
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Multi-chain MS model
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Khalifa, Ahmed A. A.
Hammoudeh, Shawkat
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Spagnolo, Nicola
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Arin, Kerim Peren
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Awartani, Basel
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Bley, Jorg
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Thuy Tien Ho
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Patterns of volatility transmissions within regime switching across GCC and global markets
Khalifa, Ahmed A. A.
;
Hammoudeh, Shawkat
;
Ortranto, Edoardo
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 512-524
Persistent link: https://www.econbiz.de/10010432303
Saved in:
2
Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.
;
Hammoudeh, Shawkat
;
Otranto, Edoardo
- In:
Economic modelling
41
(
2014
),
pp. 365-374
Persistent link: https://www.econbiz.de/10010440698
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