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person:"Allen, David E."
~person:"Sabkha, Saker"
~subject:"Volatility"
~type:"article"
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Allen, David E.
Sabkha, Saker
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Forecasting sovereign CDS VOLATILITY : a comparison of univariate GARCH-class models
Sabkha, Saker
;
Peretti, Christian de
;
Mallek, Sabrine
- In:
Vie & sciences de l'entreprise : VSE ; la revue de …
209
(
2020
),
pp. 27-56
Persistent link: https://www.econbiz.de/10013188545
Saved in:
2
Nonlinearities in the oil effects on the sovereign credit risk: a self-exciting threshold autoregression approach
Sabkha, Saker
;
Peretti, Christian de
;
Hmaied, Dorra Mezzez
- In:
Research in international business and finance
50
(
2019
),
pp. 106-133
Persistent link: https://www.econbiz.de/10012177033
Saved in:
3
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
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