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subject:"Welt"
type_genre:"Sammlung"
~person:"Edenhofer, Ottmar"
~person:"Jawadi, Fredj"
~subject:"Volatility"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Welt
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12
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10
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Edenhofer, Ottmar
Jawadi, Fredj
Bollerslev, Tim
24
Gupta, Rangan
24
McAleer, Michael
22
Andersen, Torben
15
Asai, Manabu
15
Wang, Yudong
15
Frankel, Jeffrey A.
14
Bekaert, Geert
13
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Herwartz, Helmut
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12
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11
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11
Eichengreen, Barry
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11
Ploeg, Frederick van der
11
Rose, Andrew
11
Aizenman, Joshua
10
Chan, Joshua
10
Diebold, Francis X.
10
McMillan, David G.
10
Mele, Antonio
10
Wohar, Mark E.
10
Yu, Jun
10
Baillie, Richard
9
Bleaney, Michael F.
9
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9
Engel, Charles
9
Escobar, Marcos
9
Fouque, Jean-Pierre
9
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9
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9
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9
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9
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ECONIS (ZBW)
18
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1
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18
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1
A latent-factor-driven endogenous regime-switching non-Gaussian model : evidence from simulation and application
Bu, Ruijun
;
Cheng, Jie
;
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3881-3896
Persistent link: https://www.econbiz.de/10013461280
Saved in:
2
Pigou in the 21st century : a tribute on the occasion of the 100th anniversary of the publication of The Economics of Welfare
Edenhofer, Ottmar
;
Franks, Max
;
Kalkuhl, Matthias
- In:
International tax and public finance
28
(
2021
)
5
,
pp. 1090-1121
Persistent link: https://www.econbiz.de/10012703878
Saved in:
3
The social cost of carbon and inequality : When local redistribution shapes global carbon prices
Kornek, Ulrike
;
Klenert, David
;
Edenhofer, Ottmar
; …
- In:
Journal of environmental economics and management : …
107
(
2021
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012694587
Saved in:
4
At the frontiers of integrated assessment of climate change : distribution, technology policy, and land
Schultes, Anselm Johannes
-
2017
Persistent link: https://www.econbiz.de/10012194341
Saved in:
5
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:
6
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:
7
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:
8
Special issue : financial market dynamics, monetary policy, investment and trade. papers presented at the fourth international symposium in computational economics and finance (par...
Jawadi, Fredj
- In:
Open economies review
29
(
2018
)
2
,
pp. 211-213
Persistent link: https://www.econbiz.de/10012041170
Saved in:
9
Special issue: financial market dynamics, monetary policy, investment and trade : papers presented at the Fourth International Symposium in Computational Economics and Finance (Par...
Jawadi, Fredj
(
ed.
)
-
International Symposium in Computational Economics and …
-
2018
Persistent link: https://www.econbiz.de/10012041385
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
Saved in:
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