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subject:"Volatilität"
~person:"Ehrhardt, Olaf"
~person:"Jawadi, Fredj"
~subject:"Share price"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Share price
Estimation
37
Schätzung
37
Börsenkurs
16
Theorie
12
Theory
12
Volatility
10
Capital income
9
Kapitaleinkommen
9
Nichtlineare Regression
9
Nonlinear regression
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Aktienmarkt
8
Stock market
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Cointegration
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Forecasting model
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Kointegration
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Prognoseverfahren
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1987-2008
2
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Aufsatz im Buch
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Ehrhardt, Olaf
Jawadi, Fredj
Gupta, Rangan
83
McMillan, David G.
36
Pierdzioch, Christian
35
Wohar, Mark E.
35
Bahmani-Oskooee, Mohsen
34
Zaremba, Adam
34
Tiwari, Aviral Kumar
32
Narayan, Paresh Kumar
31
Gil-Alaña, Luis A.
30
Ma, Feng
30
Caporale, Guglielmo Maria
28
McAleer, Michael
27
Bouri, Elie
26
Balcilar, Mehmet
25
Bollerslev, Tim
25
Todorov, Viktor
25
Xuan Vinh Vo
24
Lee, Chien-chiang
22
Kumar, Dilip
21
Belke, Ansgar
19
Brooks, Robert
19
Chiang, Thomas C.
18
Apergēs, Nikolaos
17
Wang, Yudong
17
Asai, Manabu
16
Bohl, Martin T.
16
Kang, Sang Hoon
16
Mensi, Walid
16
Rashid, Abdul
16
Salisu, Afees A.
16
Zhang, Yaojie
16
Demirer, Rıza
15
Wei, Yu
15
Yoon, Seong-min
15
Bali, Turan G.
14
Cakici, Nusret
14
Hammoudeh, Shawkat
14
Hamori, Shigeyuki
14
Li, Jia
14
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Computational economics
2
Econometric reviews
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Applied economics
1
Applied economics letters
1
Beteiligungskapital in der Finanzierung von KMU : Grundfragen, Konzepte, Erfahrungen ; Tagung in Freiberg, Sachsen am 22. und 23. April 1999, Tagungsmaterial
1
Beteiligungskapital in der Unternehmensfinanzierung : Grundfragen - Konzepte - Erfahrungen
1
Decision making and risk/return optimization in financial economics
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Macroeconomic dynamics
1
Open economies review
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
20
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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
Computing the time-varying effects of investor attention in Islamic stock returns
Jawadi, Nabila
;
Jawadi, Fredj
;
Cheffou, Abdoulkarim Idi
- In:
Computational economics
56
(
2020
)
1
,
pp. 131-143
Persistent link: https://www.econbiz.de/10012272021
Saved in:
4
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:
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
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
7
Computing stock price comovements with a three-regime panel smooth transition error correction model
Jawadi, Fredj
;
Chlibi, Souhir
;
Cheffou, Abdoulkarim Idi
-
2019
Persistent link: https://www.econbiz.de/10012000778
Saved in:
8
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:
9
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:
10
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
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