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~isPartOf:"Applied economics"
~isPartOf:"Decision making and risk/return optimization in financial economics"
~isPartOf:"Working paper"
~person:"Cheffou, Abdoulkarim Idi"
~subject:"ARCH-Modell"
~subject:"Insolvency"
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Cheffou, Abdoulkarim Idi
McAleer, Michael
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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:
2
Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3633-3650
Persistent link: https://www.econbiz.de/10011293475
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