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subject:"United States"
type_genre:"Article in journal"
~person:"Bali, Turan G."
~person:"Jawadi, Fredj"
~subject:"ARCH model"
~type_genre:"Bibliography included"
~type_genre:"Case study"
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United States
ARCH model
Estimation
54
Schätzung
54
Capital income
24
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24
Börsenkurs
19
Share price
19
Volatility
19
Volatilität
19
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Bali, Turan G.
Jawadi, Fredj
Gupta, Rangan
65
Bahmani-Oskooee, Mohsen
38
Gil-Alaña, Luis A.
36
Caporale, Guglielmo Maria
28
Wohar, Mark E.
25
Kumar, Dilip
19
Ma, Feng
18
McAleer, Michael
18
Apergēs, Nikolaos
17
Serletis, Apostolos
17
Balcilar, Mehmet
16
Bouri, Elie
16
Heckman, James J.
14
Hsing, Yu
14
Tiwari, Aviral Kumar
14
Bollerslev, Tim
13
Hamori, Shigeyuki
13
Brooks, Robert
12
Cebula, Richard J.
12
Chiang, Thomas C.
12
Neumark, David
12
Payne, James E.
12
Yoon, Seong-min
12
Hammoudeh, Shawkat
11
Koopman, Siem Jan
11
Malik, Farooq
11
Salisu, Afees A.
11
Sarno, Lucio
11
Wu, Xinyu
11
Belke, Ansgar
10
Chang, Tsangyao
10
Engle, Robert F.
10
Floros, Christos
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Huang, Zhuo
10
Kang, Sang Hoon
10
Miller, Stephen M.
10
Adrangi, Bahram
9
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Applied economics letters
2
Econometric reviews
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Computational economics
1
Economics letters
1
Financial management
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
Review of quantitative finance and accounting
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The journal of futures markets
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ECONIS (ZBW)
19
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1
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19
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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
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:
7
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
Saved in:
8
Do the US trends drive the UK-French market linkages? : empirical evidence from a threshold intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 499-503
Persistent link: https://www.econbiz.de/10009709356
Saved in:
9
Nonlinearity, cyclicity, and persistence in consumption and income relationships : research in honor of Melvin J. Hinich
Jawadi, Fredj
;
Leoni, Patrick Lucien
- In:
Macroeconomic dynamics
16
(
2012
),
pp. 376-393
Persistent link: https://www.econbiz.de/10009746015
Saved in:
10
Stock market integration in Mexico and Argentina : are short- and long-term considerations different?
Jawadi, Fredj
;
Arouri, Mohamed
;
Nguyen, Duc Khuong
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1503-1507
Persistent link: https://www.econbiz.de/10008938896
Saved in:
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