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subject:"United States"
type_genre:"Article in journal"
~person:"Jawadi, Fredj"
~subject:"ARCH model"
~subject:"Volatilität"
~type_genre:"Bibliography included"
~type_genre:"Case study"
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United States
ARCH model
Volatilität
Estimation
32
Schätzung
32
Börsenkurs
12
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12
Theorie
10
Theory
10
Nichtlineare Regression
9
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Jawadi, Fredj
Gupta, Rangan
94
Bahmani-Oskooee, Mohsen
54
Gil-Alaña, Luis A.
44
Caporale, Guglielmo Maria
37
Wohar, Mark E.
37
Bollerslev, Tim
28
Balcilar, Mehmet
27
Ma, Feng
27
McAleer, Michael
26
Bouri, Elie
25
Pierdzioch, Christian
25
Todorov, Viktor
25
Apergēs, Nikolaos
24
Tiwari, Aviral Kumar
24
Xuan Vinh Vo
24
Kumar, Dilip
20
Kang, Sang Hoon
19
Serletis, Apostolos
19
Brooks, Robert
18
Hsing, Yu
18
Yoon, Seong-min
18
Chiang, Thomas C.
17
McMillan, David G.
17
Mensi, Walid
17
Belke, Ansgar
16
Hegerty, Scott W.
16
Tauchen, George Eugene
16
Asai, Manabu
15
Hammoudeh, Shawkat
15
Payne, James E.
15
Rashid, Abdul
15
Andersen, Torben
14
Heckman, James J.
14
Lee, Chien-chiang
14
Li, Jia
14
Narayan, Paresh Kumar
14
Sarno, Lucio
14
Wang, Yudong
14
Wei, Yu
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
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
14
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14
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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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