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ARCH model
Theorie
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47
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44
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43
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43
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Jawadi, Fredj
18
Ftiti, Zied
7
Louhichi, Waël
6
Cheffou, Abdoulkarim Idi
5
Bellalah, Mondher
4
Barnett, William A.
3
Ben Ameur, Hachmi
3
Cheffou, Abdoukarim Idi
2
Jawadi, Nabila
2
Louhichi, Wael
2
Abaoub, Ezzeddine
1
Aloui, Chaker
1
Ameur, Hachmi Ben
1
Bellalah, Makram
1
Bourghelle, David
1
Boussada, Haifa
1
Bu, Ruijun
1
Fakhry, Bachar
1
Hemche, Omar
1
Li, Yuyi
1
Maliki, Samir B.
1
Masood, Omar
1
Nguyen, Duc Khuong
1
Randrianarivony, Rivo
1
Rozin, Philippe
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Applied economics
3
International journal of business
3
Econometric reviews
2
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working papers series in theoretical and applied economics
2
Computational economics
1
Decision making and risk/return optimization in financial economics
1
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1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Review of accounting & finance
1
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1
Risk management decisions and value under uncertainty
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Stock market liberalization, structural breaks and dynamic changes in emerging market volatility
Nguyen, Duc Khuong
;
Bellalah, Mondher
- In:
Review of accounting & finance
7
(
2008
)
4
,
pp. 396-411
Persistent link: https://www.econbiz.de/10003799140
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2
Long-range dependence in daily volatility on Tunisian stock market
Bellalah, Mondher
;
Aloui, Chaker
;
Abaoub, Ezzeddine
- In:
International journal of business
10
(
2005
)
3
,
pp. 191-216
Persistent link: https://www.econbiz.de/10003176517
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3
Modeling transmissions of volatility shocks : application to CDS spreads during the euro area sovereign crisis
Bellalah, Makram
;
Bellalah, Mondher
;
Boussada, Haifa
- In:
International journal of business
21
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011457828
Saved in:
4
The efficiency of the GIPS sovereign debt markets during crisis
Fakhry, Bachar
;
Masood, Omar
;
Bellalah, Mondher
- In:
International journal of business
21
(
2016
)
1
,
pp. 87-98
Persistent link: https://www.econbiz.de/10011457850
Saved in:
5
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied
;
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
Saved in:
6
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
7
Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms : an ARDL approach
Jawadi, Fredj
;
Jawadi, Nabila
;
Cheffou, Abdoukarim Idi
- In:
Applied economics
50
(
2018
)
39
,
pp. 4286-4294
Persistent link: https://www.econbiz.de/10012060727
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8
On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar
;
Jawadi, Fredj
;
Maliki, Samir B.
;
Cheffou, …
- In:
Economic modelling
52
(
2016
),
pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
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9
Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3633-3650
Persistent link: https://www.econbiz.de/10011293475
Saved in:
10
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
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