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~person:"Aloui, Chaker"
~person:"Arrawatia, Rakesh"
~person:"BenSaïda, Ahmed"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"USA"
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ARCH-Modell
Stochastic process
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6
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4
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4
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4
expected shortfall
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Aloui, Chaker
Arrawatia, Rakesh
BenSaïda, Ahmed
Gil-Alaña, Luis A.
22
Caporale, Guglielmo Maria
18
Asai, Manabu
13
McAleer, Michael
11
Sibbertsen, Philipp
11
Gupta, Rangan
8
Ajmi, Ahdi Noomen
6
Boubaker, Heni
6
Lux, Thomas
6
Peiris, Shelton
6
Gil-Alana, Luis A.
5
Han, Young Wook
5
Klein, Tony
5
Nasr, Adnen Ben
5
Nguyen, Duc Binh Benno
5
Prokopczuk, Marcel
5
Rodriguez, Gabriel
5
Walther, Thomas
5
Chkili, Walid
4
Koopman, Siem Jan
4
Nguyen, Duc Khuong
4
Ooms, Marius
4
Perron, Pierre
4
Candelon, Bertrand
3
Carnero, M. Angeles
3
Christensen, Bent Jesper
3
Conrad, Christian
3
Dark, Jonathan
3
Feng, Yuanhua
3
Hammoudeh, Shawkat
3
Jiang, Yong
3
Lin, Ling
3
Mensi, Walid
3
Nielsen, Morten Ørregaard
3
Phillip, Andrew
3
Plastun, Alex
3
Rossi, Eduardo
3
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Journal of international financial markets, institutions & money
3
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Finance a úvěr
1
Studies in microeconomics
1
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ECONIS (ZBW)
6
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1
Value-at-Risk under Lévy GARCH models : evidence from global stock markets
Slim, Skander
;
Koubaa, Yosra
;
BenSaïda, Ahmed
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 30-53
Persistent link: https://www.econbiz.de/10011745291
Saved in:
2
Relative efficiency of G8 sovereign credit default wwaps and bond scrips : an adaptive market hypothesis perspective
Madhavan, Vinodh
;
Arrawatia, Rakesh
- In:
Studies in microeconomics
4
(
2016
)
2
,
pp. 127-150
Persistent link: https://www.econbiz.de/10011904136
Saved in:
3
Volatility forecasting and risk management in some MENA stock markets : a nonlinear framework
Aloui, Chaker
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
5
(
2015
)
2
,
pp. 160-192
Persistent link: https://www.econbiz.de/10011529632
Saved in:
4
Estimation and performance assessment of value-at-risk and expected shortfall based on
long-memory
GARCH-class models
Aloui, Chaker
;
Ben Hamida, Hela
- In:
Finance a úvěr
65
(
2015
)
1
,
pp. 30-54
Persistent link: https://www.econbiz.de/10010474200
Saved in:
5
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do
long
memory
and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
6
Asymmetric effects and
long
memory
in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
Saved in:
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