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subject:"Theorie"
subject:"Unemployment"
~person:"Jawadi, Fredj"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
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Estimation
32
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32
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12
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10
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9
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Jawadi, Fredj
Gil-Alaña, Luis A.
90
Caporale, Guglielmo Maria
52
Gupta, Rangan
51
Chang, Tsangyao
34
Tiwari, Aviral Kumar
30
Moosa, Imad A.
29
Bahmani-Oskooee, Mohsen
27
Serletis, Apostolos
27
Kumbhakar, Subal
25
Wohar, Mark E.
21
Bollerslev, Tim
18
Narayan, Paresh Kumar
17
Apergēs, Nikolaos
16
Koopman, Siem Jan
16
McAleer, Michael
16
Koop, Gary
15
MacDonald, Ronald
15
Peel, David
15
Ramírez, Miguel D.
15
Herwartz, Helmut
14
McMillan, David G.
14
Phillips, Peter C. B.
14
Tauchen, George Eugene
14
Todorov, Viktor
14
Tsionas, Efthymios G.
14
Österholm, Pär
14
Berg, Gerard J. van den
13
Engsted, Tom
13
Franses, Philip Hans
13
Ghysels, Eric
13
Lee, Chien-chiang
13
Brooks, Robert
12
Chan, Joshua
12
Creedy, John
12
Fabozzi, Frank J.
12
Jalles, João Tovar
12
Miller, Stephen M.
12
Nonejad, Nima
12
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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1
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1
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Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
13
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1
Does higher unemployment lead to greater criminality? : revisiting the debate over the business cycle
Jawadi, Fredj
;
Mallick, Sushanta Kumar
;
Cheffou, …
- In:
Journal of economic behavior & organization : JEBO
182
(
2021
),
pp. 448-471
Persistent link: https://www.econbiz.de/10012598402
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied
;
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
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
Analyzing heterogeneous stock price comovements through hybrid approaches
Chlibi, Souhir
;
Jawadi, Fredj
;
Sellami, Mohamed
- In:
Open economies review
27
(
2016
)
3
,
pp. 541-559
Persistent link: https://www.econbiz.de/10011716947
Saved in:
10
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
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