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~person:"Aloui, Chaker"
~person:"Arrawatia, Rakesh"
~person:"BenSaïda, Ahmed"
~subject:"Stochastic process"
~subject:"USA"
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Stochastic process
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Aloui, Chaker
Arrawatia, Rakesh
BenSaïda, Ahmed
Gil-Alaña, Luis A.
18
Caporale, Guglielmo Maria
13
Asai, Manabu
9
McAleer, Michael
8
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5
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2
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Journal of international financial markets, institutions & money
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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
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3
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
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