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subject:"Schätzung"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Jawadi, Fredj"
~subject:"State space model"
~type_genre:"Conference paper"
~type_genre:"Non-commercial literature"
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Schätzung
State space model
Theorie
18
Theory
18
Estimation
8
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Financial market
5
Finanzmarkt
5
Time series analysis
5
Zeitreihenanalyse
5
Börsenkurs
4
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4
Nichtlineare Regression
4
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4
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4
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4
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3
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3
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3
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3
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2
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2
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2
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2
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Regressionsanalyse
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Article in journal
Conference paper
Non-commercial literature
Aufsatz in Zeitschrift
8
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2
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English
8
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Jawadi, Fredj
Gupta, Rangan
21
Marcellino, Massimiliano
19
Serletis, Apostolos
17
Gil-Alaña, Luis A.
15
Chan, Joshua
12
Bahmani-Oskooee, Mohsen
11
Kumbhakar, Subal
11
Apergēs, Nikolaos
9
Kelly, Bryan T.
9
Petrella, Ivan
9
Rubio-Ramírez, Juan Francisco
9
Schorfheide, Frank
9
Fabozzi, Frank J.
8
Rossi, Barbara
8
Timmermann, Allan
8
Tzavalis, Elias
8
Venditti, Fabrizio
8
Xu, Libo
8
Barnett, William A.
7
Baumeister, Christiane
7
Bekiros, Stelios
7
Engel, Charles
7
Ghysels, Eric
7
Jordà, Òscar
7
Koopman, Siem Jan
7
Rodriguez, Gabriel
7
Sornette, Didier
7
Tiwari, Aviral Kumar
7
Tsionas, Efthymios G.
7
Afonso, Oscar
6
Born, Benjamin
6
Casarin, Roberto
6
Chang, Tsangyao
6
Dai, Zhifeng
6
Delle Monache, Davide
6
Egger, Peter
6
Forni, Mario
6
Gribisch, Bastian
6
Hamilton, James D.
6
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Econometric reviews
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Economic modelling
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
8
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1
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:
2
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
Saved in:
3
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:
4
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:
5
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:
6
Modeling threshold effects in stock price co-movements : a vector nonlinear cointegration approach
Chlibi, Souhir
;
Jawadi, Fredj
;
Sellami, Mohamed
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10011650219
Saved in:
7
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:
8
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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