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source:"edz"
~isPartOf:"Applied financial economics"
~person:"Adrangi, Bahram"
~person:"Ajmi, Ahdi Noomen"
~person:"Castagnetti, Carolina"
~source:"econis"
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Adrangi, Bahram
Ajmi, Ahdi Noomen
Castagnetti, Carolina
McMillan, David G.
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3
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ECONIS (ZBW)
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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
Saved in:
2
Estimating the risk premium of swap spreads. : two econometric GARCH-based techniques
Castagnetti, Carolina
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10001908577
Saved in:
3
Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange
Adrangi, Bahram
;
Chatrath, Arjun
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 245-256
Persistent link: https://www.econbiz.de/10001748447
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