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~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Review of world economics"
~person:"Hamzaoui, Nessrine"
~subject:"Schätzung"
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Schätzung
ARCH model
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ARCH-Modell
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Conditional Volatility
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Currency derivative
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Estimation
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Estimation theory
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Exchange rate
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Schätztheorie
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Dynamic Conditional Correlation-multivariate Generalized Autoregressive Conditional Heteroskedasticity
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EU countries
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EU-Staaten
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Forward Premium Anomaly
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Generalized Autoregressive Conditional Heteroscedasticity
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Geweke and Porter-Hudak Method
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Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic
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Hamzaoui, Nessrine
Wagner, Joachim
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Dritsaki, Chaido
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Egger, Peter
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Gan, Pei-Tha
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Rafindadi, Abdulkadir Abdulrashid
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Al-Assaf, Ghazi
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Alp, Elçin Aykaç
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Anoruo, Emmanuel
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Arshed, Noman
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Balibey, Mesut
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Bandick, Roger
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Bilgili, Faik
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Kakilli Acaravci, Songul
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International journal of economics and financial issues : IJEFI
Review of world economics
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Exploration of the foreign exchange forward premiums and the spot exchange return : a multivariate approach
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 694-702
Persistent link: https://www.econbiz.de/10011697286
Saved in:
2
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
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