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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Jawadi, Fredj"
~subject:"Regressionsanalyse"
~subject:"World"
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Schätzung
Regressionsanalyse
World
Theorie
28
Theory
28
Estimation
10
Financial market
10
Finanzmarkt
10
Volatility
7
Volatilität
7
Welt
6
ARCH model
5
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5
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5
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5
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5
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5
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5
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Article in journal
Aufsatz in Zeitschrift
16
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3
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3
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3
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Working Paper
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16
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Jawadi, Fredj
Gil-Alaña, Luis A.
36
Caporale, Guglielmo Maria
29
Phillips, Peter C. B.
27
Kumbhakar, Subal
26
Serletis, Apostolos
26
Gupta, Rangan
25
Bahmani-Oskooee, Mohsen
19
Moosa, Imad A.
19
Tsionas, Efthymios G.
17
Bollerslev, Tim
16
Egger, Peter
16
Taylor, Mark P.
16
Fabozzi, Frank J.
15
Frankel, Jeffrey A.
15
Ghysels, Eric
15
Linton, Oliver
15
MacDonald, Ronald
15
Peel, David
15
Wohar, Mark E.
15
Apergēs, Nikolaos
14
Bleaney, Michael F.
14
Chang, Tsangyao
14
Eichengreen, Barry
14
Härdle, Wolfgang
14
Koop, Gary
14
Koopman, Siem Jan
14
Nijkamp, Peter
14
Pesaran, M. Hashem
14
Timmermann, Allan
14
Blundell, Richard W.
13
Creedy, John
13
Engsted, Tom
13
Galvão Júnior, Antônio Fialho
13
Harvey, Campbell R.
13
Lee, Chien-chiang
13
Park, Joon Y.
13
Tzavalis, Elias
13
Xiao, Zhijie
13
Baltagi, Badi H.
12
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International Symposium in Computational Economics and Finance <4., 2016, Paris>
1
International Workshop on Financial Markets and Nonlinear Dynamics <2015, Paris>
1
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Open economies review
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
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2
Applied economics
1
Economic modelling
1
Journal of economic dynamics & control
1
Journal of financial markets
1
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1
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ECONIS (ZBW)
16
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16
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1
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:
2
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
Saved in:
3
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
Saved in:
4
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
5
Special issue : financial market dynamics, monetary policy, investment and trade. papers presented at the fourth international symposium in computational economics and finance (par...
Jawadi, Fredj
- In:
Open economies review
29
(
2018
)
2
,
pp. 211-213
Persistent link: https://www.econbiz.de/10012041170
Saved in:
6
Special issue: financial market dynamics, monetary policy, investment and trade : papers presented at the Fourth International Symposium in Computational Economics and Finance (Par...
Jawadi, Fredj
(
ed.
)
-
International Symposium in Computational Economics and …
-
2018
Persistent link: https://www.econbiz.de/10012041385
Saved in:
7
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
Saved in:
8
Modeling threshold effects in stock price co-movements : a vector nonlinear cointegration approach
Chlibi, Souhir
;
Jawadi, Fredj
;
Sellami, Mohamed
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10011650219
Saved in:
9
Special issue: What have we learned from the 2007-08 financial crisis? : papers presented at the second International Workshop on Financial Markets and Nonlinear Dynamics (Paris, J...
Jawadi, Fredj
(
ed.
)
-
International Workshop on Financial Markets and …
-
2016
Persistent link: https://www.econbiz.de/10011717003
Saved in:
10
What have we learned from the 2007-08 financial crisis? : papers presented at the Second International Workshop on Financial Markets and Nonlinear Dynamics (Paris, June 4-5, 2015)
Jawadi, Fredj
- In:
Open economies review
27
(
2016
)
5
,
pp. 819-823
Persistent link: https://www.econbiz.de/10011717013
Saved in:
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