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~isPartOf:"Applied economics"
~isPartOf:"European economic review : EER"
~person:"Al-Fayoumi, Nedal"
~person:"Bansal, Ravi"
~subject:"Volatility"
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Interpretable asset markets?
Bansal, Ravi
;
Khatchatrian, Varoujan
;
Yaron, Amir
- In:
European economic review : EER
49
(
2005
)
3
,
pp. 531-560
Persistent link: https://www.econbiz.de/10002612968
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Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
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