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Volatility
Theorie
74
Theory
74
Estimation
47
Schätzung
47
Aktienmarkt
44
Börsenkurs
43
Share price
43
Stock market
43
Volatilität
38
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36
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English
39
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Jawadi, Fredj
31
Ftiti, Zied
9
Bellalah, Mondher
8
Cheffou, Abdoulkarim Idi
8
Louhichi, Waël
7
Bu, Ruijun
6
Ben Ameur, Hachmi
5
Louhichi, Wael
4
Barnett, William A.
3
Arouri, Mohamed
2
Bourghelle, David
2
Li, Yuyi
2
Nguyen, Duc Khuong
2
Ren, Xiaohang
2
Rozin, Philippe
2
Abaoub, Ezzeddine
1
Aloui, Chaker
1
Ameur, Hachmi Ben
1
Bellalah, Makram
1
Boussada, Haifa
1
Cheng, Jie
1
Derhy, Armand
1
Fakhfekh, Mohamed
1
Fakhry, Bachar
1
Fu, Xi
1
Hachichama, Nejib
1
Jawadi, Nabila
1
Li, Jingyao
1
Li, Yiying
1
Madani, Mohamed El Arbi
1
Masood, Omar
1
Namouri, Hela
1
Randrianarivony, Rivo
1
Riva, Fabrice
1
Sellami, Mohamed
1
Selmi, Nadhem
1
Sun, Xianming
1
Ureche-Rangau, Loredana
1
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1
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International journal of business
5
Applied economics
4
International journal of finance & economics : IJFE
3
Contributions to Management Science
2
Econometric reviews
2
Energy economics
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
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1
Decision making and risk/return optimization in financial economics
1
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Economic modelling
1
Emerging markets review
1
Finance India : the quarterly journal of Indian Institute of Finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International financial systems and stock volatility : issues and remedies
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of financial markets
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Macroeconomic dynamics
1
Review of quantitative finance and accounting
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Risk management and value : valuation and asset price
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ECONIS (ZBW)
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1
Volume, volatility, spreads and periodic closure in the French market
Bellalah, Mondher
- In:
International journal of business
9
(
2004
)
1
,
pp. 15-40
Persistent link: https://www.econbiz.de/10001976524
Saved in:
2
On volatility smiles and the valuation of equity and index options in the Paris bourse : theory and empirical tests
Bellalah, Mondher
- In:
International financial systems and stock volatility : …
,
(pp. 271-297)
.
2002
Persistent link: https://www.econbiz.de/10001783003
Saved in:
3
Managing derivatives in the presence of a smile effect and incomplete information
Bellalah, Mondher
- In:
Risk management and value : valuation and asset price
,
(pp. 1-10)
.
2008
Persistent link: https://www.econbiz.de/10003686148
Saved in:
4
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:
5
Volume, volatility, and periodic closure with information uncertainty
Bellalah, Mondher
;
Derhy, Armand
- In:
International journal of business
10
(
2005
)
1
,
pp. 15-38
Persistent link: https://www.econbiz.de/10002650544
Saved in:
6
On the smile effect and market imperfections in the presence of jumps and incomplete information
Bellalah, Mondher
;
Riva, Fabrice
- In:
Finance India : the quarterly journal of Indian …
15
(
2001
)
4
,
pp. 1279-1287
Persistent link: https://www.econbiz.de/10001666217
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7
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
Saved in:
8
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:
9
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:
10
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
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