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~person:"Ghorbel, Ahmed"
~subject:"ARCH model"
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ARCH model
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Ghorbel, Ahmed
Jeribi, Ahmed
6
Fakhfekh, Mohamed
4
Liang, Chao
4
Huang, Dengshi
3
Li, Xiafei
3
Ma, Feng
3
Ben Salem, Marwa
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International journal of emerging markets
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The journal of risk finance : JRF
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ECONIS (ZBW)
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Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies : a comparison between DCC, ADCC and GO-GARCH models
Fakhfekh, Mohamed
;
Jeribi, Ahmed
;
Ghorbel, Ahmed
; …
- In:
International journal of emerging markets
18
(
2023
)
4
,
pp. 978-1006
Persistent link: https://www.econbiz.de/10014333595
Saved in:
2
Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period
Ghorbel, Ahmed
;
Fakhfekh, Mohamed
;
Jeribi, Ahmed
; …
- In:
The journal of risk finance : JRF
23
(
2022
)
2
,
pp. 206-244
Persistent link: https://www.econbiz.de/10013370537
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