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type:"article"
~language:"eng"
~person:"Fakhfekh, Mohamed"
~person:"Jarrow, Robert A."
~person:"Kang, Sang Hoon"
~subject:"ARCH-Modell"
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Search: subject_exact:"Portfolio performance"
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ARCH-Modell
Portfolio selection
59
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59
Volatility
18
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18
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17
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17
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Fakhfekh, Mohamed
Jarrow, Robert A.
Kang, Sang Hoon
Hammoudeh, Shawkat
7
Mensi, Walid
7
Tiwari, Aviral Kumar
5
Guesmi, Khaled
4
Kim, Young Shin
4
Lahiani, Amine
4
McAleer, Michael
4
Nguyen, Duc Khuong
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Wang, Yi-Hsien
4
Xuan Vinh Vo
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Yoon, Seong-min
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Aboura, Sofiane
3
Al-Yahyaee, Khamis Hamed
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Arouri, Mohamed
3
Bouri, Elie
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3
Christoffersen, Peter F.
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Chuang, Chung-Chu
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De Nard, Gianluca
3
Dionne, Georges
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Engle, Robert F.
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Escobar, Marcos
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Ghorbel, Ahmed
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Hafner, Christian M.
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Herwartz, Helmut
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Kouretas, Georgios P.
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Kumar, Dilip
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Kurosaki, Tetsuo
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The North American journal of economics and finance : a journal of financial economics studies
3
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Economic modelling
1
International journal of emerging markets
1
Journal of international financial markets, institutions & money
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The journal of asset management
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ECONIS (ZBW)
8
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1
Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies : a comparison between DCC, ADCC and GO-GARCH models
Fakhfekh, Mohamed
;
Jeribi, Ahmed
;
Ghorbel, Ahmed
; …
- In:
International journal of emerging markets
18
(
2023
)
4
,
pp. 978-1006
Persistent link: https://www.econbiz.de/10014333595
Saved in:
2
Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Ben Salem, Marwa
;
Fakhfekh, Mohamed
;
Jeribi, Ahmed
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 651-672
Persistent link: https://www.econbiz.de/10014391407
Saved in:
3
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
4
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
5
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
6
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes : implication for portfolio management and hedging effectiveness
Fakhfekh, Mohamed
;
Ghorbel, Ahmed
;
Selmi, Nadhem
; …
- In:
The journal of asset management
18
(
2017
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011592759
Saved in:
7
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
8
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
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