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~isPartOf:"Applied financial economics"
~isPartOf:"Computational economics"
~person:"Ajmi, Ahdi Noomen"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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ARCH model
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Aktienindex
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Aktienmarkt
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Ajmi, Ahdi Noomen
Boubaker, Heni
5
Gupta, Rangan
5
Gil-Alaña, Luis A.
4
Jawadi, Fredj
3
Omay, Tolga
3
Péguin-Feissolle, Anne
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Sephton, Peter S.
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Asai, Manabu
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Barkoulas, John T.
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Baum, Christopher F.
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Boutahar, Mohamed
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Camarero Olivas, Mariam
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Caporale, Guglielmo Maria
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Ceffer, Attila
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Chen, Cathy W. S.
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Chen, Yi-Ting
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Cheung, Yin-Wong
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Cuñado Eizaguirre, Juncal
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Dufrénot, Gilles
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Huang, Ya-Chi
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Kunst, Robert M.
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Kvamsdal, Sturla Furunes
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Li, Yushu
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Nasr, Adnen Ben
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Olayeni, Olaolu Richard
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Panagiōtidēs, Theodōros
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Pollock, David Stephen G.
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Sun, Edward W.
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Tamarit Escalona, Cecilio R.
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Tsao, Chueh-Yung
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Akgül, Işıl
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Alles, Lakshman
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Aloy, Marcel
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Andersson, Fredrik N. G.
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Antognini, Jonathan
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Applied financial economics
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International review of economics & finance : IREF
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ECONIS (ZBW)
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
2
Seasonal nonlinear long memory model for the US inflation rates
Ajmi, Ahdi Noomen
;
Nasr, Adnen Ben
;
Boutahar, Mohamed
- In:
Computational economics
31
(
2008
)
3
,
pp. 243-254
Persistent link: https://www.econbiz.de/10003691897
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