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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~person:"Charfeddine, Lanouar"
~subject:"ARCH model"
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Charfeddine, Lanouar
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Are shocks on the returns and volatility of cryptocurrencies really persistent?
Charfeddine, Lanouar
;
Maouchi, Youcef
- In:
Finance research letters
28
(
2019
),
pp. 423-430
Persistent link: https://www.econbiz.de/10012388358
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2
Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
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3
Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis
Charfeddine, Lanouar
- In:
Economic modelling
53
(
2016
),
pp. 354-374
Persistent link: https://www.econbiz.de/10011641058
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