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~subject:"ARCH model"
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ARCH model
Estimation
40
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40
Aktienmarkt
36
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36
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36
Stock market
35
Theorie
32
Theory
32
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32
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32
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32
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31
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24
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23
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21
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15
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14
Ölpreis
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12
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EU countries
11
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English
19
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Jawadi, Fredj
19
Ftiti, Zied
7
Cheffou, Abdoulkarim Idi
6
Louhichi, Waël
6
Barnett, William A.
3
Ben Ameur, Hachmi
3
Bourghelle, David
2
Cheffou, Abdoukarim Idi
2
Jawadi, Nabila
2
Louhichi, Wael
2
Rozin, Philippe
2
Ameur, Hachmi Ben
1
Bu, Ruijun
1
Hemche, Omar
1
Li, Yuyi
1
Maliki, Samir B.
1
Randrianarivony, Rivo
1
Uddin, Mohammed Gazi Salah
1
Ureche-Rangau, Loredana
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Applied economics
3
Econometric reviews
2
Economic modelling
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
Document de travail
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Review of quantitative finance and accounting
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
1
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ECONIS (ZBW)
19
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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:
2
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
Saved in:
3
On oil-US exchange rate volatility relationships : an intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
; …
- In:
Economic modelling
59
(
2016
),
pp. 329-334
Persistent link: https://www.econbiz.de/10011647852
Saved in:
4
Intraday jumps and trading volume : a nonlinear Tobit specification
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1167-1186
Persistent link: https://www.econbiz.de/10011596214
Saved in:
5
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:
6
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
7
Oil price volatility in the context of Covid-19
Bourghelle, David
;
Jawadi, Fredj
;
Rozin, Philippe
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 39-49
Persistent link: https://www.econbiz.de/10013269311
Saved in:
8
Threshold linkages between volatility and trading volume : evidence from developed and emerging markets
Jawadi, Fredj
;
Ureche-Rangau, Loredana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 313-333
Persistent link: https://www.econbiz.de/10009740776
Saved in:
9
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
10
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
-
2020
Persistent link: https://www.econbiz.de/10012312754
Saved in:
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