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subject:"ARCH model"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Bouverot, Julien"
~person:"Nguyen, Duc Khuong"
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ARCH model
Capital income
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Kapitaleinkommen
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ARCH-Modell
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Bouverot, Julien
Nguyen, Duc Khuong
Aloui, Chaker
2
Chkili, Walid
2
Filis, George
2
Wagner, Niklas F.
2
Aboura, Sofiane
1
Akhtaruzzaman, Md.
1
Alshater, Muneer Maher
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Antell, Jan
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Ané, Thierry
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Asgharian, Hossein
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Chiang, Thomas C.
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Cho, Hoon
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Chun, Dohyun
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Easton, Steve
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El Khoury, Rim
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Faff, Robert W.
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Floros, Christos
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Kakani, Ram Kumar
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Journal of international financial markets, institutions & money
Economic modelling
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Energy economics
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Review of accounting & finance
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The journal of applied business research
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ECONIS (ZBW)
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Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
2
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
Saved in:
3
Robust outlier detection for Asia-Pacific stock index returns
Ané, Thierry
;
Ureche-Rangau, Loredana
;
Gambet, Jean-Benoît
- In:
Journal of international financial markets, …
18
(
2008
)
4
,
pp. 326-343
Persistent link: https://www.econbiz.de/10003727941
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