//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Volatility dynamics of crypto-...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
22
Stock market
22
Volatility
16
Volatilität
15
Börsenkurs
12
Share price
12
Coronavirus
11
Virtual currency
10
Virtuelle Währung
10
ARCH-Modell
9
Welt
9
World
9
Aktienindex
7
Capital income
7
Hedging
7
Kapitaleinkommen
7
Portfolio selection
7
Portfolio-Management
7
Stock index
7
Tunesien
7
Tunisia
7
Cryptocurrencies
6
Estimation
6
Financial crisis
6
Finanzkrise
6
Gold
6
Schätzung
6
COVID-19
5
Multivariate Verteilung
5
Multivariate distribution
5
Cryptocurrency
4
Epidemic
4
Epidemie
4
Islamic finance
4
Spillover effect
4
Spillover-Effekt
4
Bankenkrise
3
Banking crisis
3
Bitcoin
3
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Jeribi, Ahmed
8
Fakhfekh, Mohamed
7
Ghorbel, Ahmed
3
Hachicha, Nejib
3
Ben Salem, Marwa
2
Ghorbel, Achraf
2
Jarboui, Anis
1
Lahiani, Amine
1
Selmi, Nadhem
1
more ...
less ...
Published in...
All
International journal of emerging markets
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International journal of finance & economics : IJFE
1
International journal of sustainable economy
1
Managerial finance
1
The journal of asset management
1
The journal of risk finance : JRF
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory properties on Tunisian sectorial stock market index volatilities : evidence from FIEGARCH model
Fakhfekh, Mohamed
;
Jeribi, Ahmed
;
Hachicha, Nejib
- In:
International journal of sustainable economy
7
(
2015
)
4
,
pp. 280-305
Persistent link: https://www.econbiz.de/10011546085
Saved in:
2
Tunisian revolution and stock market volatility : evidence from FIEGARCH model
Jeribi, Ahmed
;
Fakhfekh, Mohamed
;
Jarboui, Anis
- In:
Managerial finance
41
(
2015
)
10
,
pp. 1112-1135
Persistent link: https://www.econbiz.de/10011453669
Saved in:
3
Volatility dynamics of the Tunisian stock market before and during the COVID-19 outbreak : evidence from the GARCH family models
Fakhfekh, Mohamed
;
Jeribi, Ahmed
;
Ben Salem, Marwa
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1653-1666
Persistent link: https://www.econbiz.de/10014253433
Saved in:
4
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
Saved in:
5
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:
6
Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Ben Salem, Marwa
;
Fakhfekh, Mohamed
;
Jeribi, Ahmed
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 651-672
Persistent link: https://www.econbiz.de/10014391407
Saved in:
7
Dependence between oil price volatility, Islamic and conventional Dow Jones indexes : implication for portfolio management and hedging effectiveness
Fakhfekh, Mohamed
;
Ghorbel, Ahmed
;
Selmi, Nadhem
; …
- In:
The journal of asset management
18
(
2017
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011592759
Saved in:
8
Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period
Ghorbel, Achraf
;
Jeribi, Ahmed
- In:
Eurasian economic review : a journal in applied …
11
(
2021
)
3
,
pp. 449-467
Persistent link: https://www.econbiz.de/10012616018
Saved in:
9
Forecasting developed and BRICS stock markets with cryptocurrencies and gold : generalized orthogonal generalized autoregressive conditional heteroskedasticity and generalized auto...
Jeribi, Ahmed
;
Ghorbel, Achraf
- In:
International journal of emerging markets
17
(
2022
)
9
,
pp. 2290-2320
Persistent link: https://www.econbiz.de/10014331745
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->