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type_genre:"Dissertation"
type_genre:"Thesis"
~person:"Jawadi, Fredj"
~subject:"Aktienmarkt"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzbeitrag"
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Aktienmarkt
Volatility
Estimation
32
Schätzung
32
Börsenkurs
12
Share price
12
Theorie
10
Theory
10
Nichtlineare Regression
9
Nonlinear regression
9
Volatilität
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Capital income
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Kapitaleinkommen
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Forecasting model
7
Prognoseverfahren
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Cointegration
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Jawadi, Fredj
Gupta, Rangan
78
Bahmani-Oskooee, Mohsen
33
Tiwari, Aviral Kumar
30
Wohar, Mark E.
30
Zaremba, Adam
30
Ma, Feng
29
Bouri, Elie
28
Pierdzioch, Christian
27
Balcilar, Mehmet
26
Gil-Alaña, Luis A.
26
Xuan Vinh Vo
26
Todorov, Viktor
25
McAleer, Michael
24
Caporale, Guglielmo Maria
23
McMillan, David G.
23
Bollerslev, Tim
22
Kumar, Dilip
22
Mensi, Walid
22
Kang, Sang Hoon
21
Yoon, Seong-min
21
Chiang, Thomas C.
20
Narayan, Paresh Kumar
19
Lee, Chien-chiang
18
Sehgal, Sanjay
18
Zhang, Yaojie
18
Hammoudeh, Shawkat
17
Brooks, Robert
16
Apergēs, Nikolaos
15
Asai, Manabu
15
Rashid, Abdul
15
Wang, Yudong
15
Wei, Yu
15
Andersen, Torben
14
Demirer, Rıza
14
Li, Jia
14
Bali, Turan G.
13
Caporin, Massimiliano
13
Malik, Farooq
13
Shahzad, Syed Jawad Hussain
13
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Applied economics
2
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2
Econometric reviews
2
Review of quantitative finance and accounting
2
Applied economics letters
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
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Macroeconomic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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
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
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
Threshold effect in the relationship between investor sentiment and stock market returns : a PSTR specification
Namouri, Hela
;
Jawadi, Fredj
;
Ftiti, Zied
;
Hachicha, Néjib
- In:
Applied economics
50
(
2018
)
5
,
pp. 559-573
Persistent link: https://www.econbiz.de/10011847023
Saved in:
10
Equity prices and fundamentals : a DDM-APT mixed approach
Jawadi, Fredj
;
Prat, Georges
- In:
Review of quantitative finance and accounting
49
(
2017
)
3
,
pp. 661-695
Persistent link: https://www.econbiz.de/10011797515
Saved in:
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