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person:"Grammig, Joachim"
~person:"Babaev, Mamed"
~person:"Cheffou, Abdoulkarim Idi"
~subject:"ARCH model"
~subject:"Estimation"
~type_genre:"Book section"
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Grammig, Joachim
Babaev, Mamed
Cheffou, Abdoulkarim Idi
Shapovalova, Kateryna
4
Subbotin, Alexander
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Altay, Erdinç
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Ben Ameur, Hachmi
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Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Decision making and risk/return optimization in financial economics
1
Fractal approaches for modeling financial assets and predicting crises
1
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ECONIS (ZBW)
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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
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2
Computing stock price comovements with a three-regime panel smooth transition error correction model
Jawadi, Fredj
;
Chlibi, Souhir
;
Cheffou, Abdoulkarim Idi
-
2019
Persistent link: https://www.econbiz.de/10012000778
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3
Neuro-linguistic-programming-based modeling of stock markets
Babaev, Mamed
;
Savenko, Oxana
- In:
Fractal approaches for modeling financial assets and …
,
(pp. 205-229)
.
2018
Persistent link: https://www.econbiz.de/10011860802
Saved in:
4
Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10014553638
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