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person:"Meghir, Costas"
subject:"Theorie"
~isPartOf:"Applied financial economics"
~person:"Berg, Gerard J. van den"
~person:"Coondoo, Dipankor"
~person:"Gupta, Rangan"
~person:"Serletis, Apostolos"
~subject:"VAR-Modell"
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Meghir, Costas
Berg, Gerard J. van den
Coondoo, Dipankor
Gupta, Rangan
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2
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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Components of volatility and their empirical measures : a note
Coondoo, Dipankor
;
Mukherjee, Paramita
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1313-1318
Persistent link: https://www.econbiz.de/10002438217
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