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~subject:"Volatilität"
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Volatilität
Estimation
40
Schätzung
40
Aktienmarkt
36
Börsenkurs
36
Share price
36
Stock market
35
Theorie
32
Theory
32
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Oil price
14
Ölpreis
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12
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English
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Jawadi, Fredj
31
Ftiti, Zied
9
Cheffou, Abdoulkarim Idi
8
Louhichi, Waël
7
Bu, Ruijun
6
Ben Ameur, Hachmi
5
Louhichi, Wael
4
Barnett, William A.
3
Bourghelle, David
3
Rozin, Philippe
3
Arouri, Mohamed
2
Li, Yuyi
2
Nguyen, Duc Khuong
2
Ren, Xiaohang
2
Ameur, Hachmi Ben
1
Cheng, Jie
1
Fu, Xi
1
Jawadi, Nabila
1
Li, Jingyao
1
Li, Yiying
1
Madani, Mohamed El Arbi
1
Namouri, Hela
1
Randrianarivony, Rivo
1
Sellami, Mohamed
1
Sun, Xianming
1
Uddin, Mohammed Gazi Salah
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Ureche-Rangau, Loredana
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Applied economics
4
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3
International journal of finance & economics : IJFE
3
Contributions to Management Science
2
Econometric reviews
2
Journal of international financial markets, institutions & money
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
Economic modelling
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economic behavior & organization : JEBO
1
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1
Journal of financial markets
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ECONIS (ZBW)
31
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1
Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Journal of financial markets
26
(
2015
),
pp. 64-84
Persistent link: https://www.econbiz.de/10011477277
Saved in:
2
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:
3
Conventional and Islamic stock market liquidity and volatility during COVID 19
Jawadi, Fredj
;
Cheffou, Abdoulkarim Idi
;
Jawadi, Nabila
; …
- In:
Applied economics
53
(
2021
)
60
,
pp. 6944-6963
Persistent link: https://www.econbiz.de/10012697985
Saved in:
4
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:
5
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:
6
Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Louhichi, Wael
; …
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1875-1903
Persistent link: https://www.econbiz.de/10011918211
Saved in:
7
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:
8
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:
9
Essays in modelling financial market dynamics : an overview
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3803-3804
Persistent link: https://www.econbiz.de/10013461274
Saved in:
10
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
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