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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Jawadi, Fredj"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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EU-Staaten
United States
Volatility
Estimation
32
Schätzung
32
Börsenkurs
12
Share price
12
Theorie
10
Theory
10
Nichtlineare Regression
9
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9
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9
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Übersichtsarbeit
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Jawadi, Fredj
Gupta, Rangan
93
Bahmani-Oskooee, Mohsen
54
Gil-Alaña, Luis A.
49
Caporale, Guglielmo Maria
45
Wohar, Mark E.
38
Belke, Ansgar
30
Bollerslev, Tim
28
Ma, Feng
27
Apergēs, Nikolaos
26
Balcilar, Mehmet
26
Pierdzioch, Christian
26
Xuan Vinh Vo
26
Bouri, Elie
25
McAleer, Michael
25
Tiwari, Aviral Kumar
25
Todorov, Viktor
25
Kumar, Dilip
20
Kang, Sang Hoon
19
Hsing, Yu
18
Mensi, Walid
18
Brooks, Robert
17
Hegerty, Scott W.
17
Sosvilla-Rivero, Simón
17
Hammoudeh, Shawkat
16
McMillan, David G.
16
Payne, James E.
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Yoon, Seong-min
16
Asai, Manabu
15
Herwartz, Helmut
15
Lee, Chien-chiang
15
Rashid, Abdul
15
Andersen, Torben
14
Chiang, Thomas C.
14
Hamori, Shigeyuki
14
Heckman, James J.
14
Koopman, Siem Jan
14
Li, Jia
14
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Applied economics letters
2
Econometric reviews
2
Macroeconomic dynamics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Computational economics
1
Economic modelling
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
15
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1
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
2
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
3
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
4
Unconventional monetary policy reaction functions : evidence from the US
Agnello, Luca
;
Castro, Vítor
;
Dufrénot, Gilles
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012299601
Saved in:
5
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied
;
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
Saved in:
6
Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
7
Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Louhichi, Wael
; …
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1875-1903
Persistent link: https://www.econbiz.de/10011918211
Saved in:
8
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
Saved in:
9
Intraday jumps and trading volume : a nonlinear Tobit specification
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1167-1186
Persistent link: https://www.econbiz.de/10011596214
Saved in:
10
Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Journal of financial markets
26
(
2015
),
pp. 64-84
Persistent link: https://www.econbiz.de/10011477277
Saved in:
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