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subject:"United States"
type_genre:"Article in journal"
~person:"Jawadi, Fredj"
~subject:"ARCH model"
~type_genre:"Bibliography included"
~type_genre:"Case study"
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United States
ARCH model
Estimation
32
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32
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12
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10
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10
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9
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Jawadi, Fredj
Gupta, Rangan
64
Bahmani-Oskooee, Mohsen
38
Gil-Alaña, Luis A.
36
Caporale, Guglielmo Maria
28
Wohar, Mark E.
25
Kumar, Dilip
19
McAleer, Michael
18
Apergēs, Nikolaos
17
Ma, Feng
17
Serletis, Apostolos
17
Balcilar, Mehmet
16
Bouri, Elie
16
Heckman, James J.
14
Hsing, Yu
14
Tiwari, Aviral Kumar
14
Bollerslev, Tim
13
Hamori, Shigeyuki
13
Brooks, Robert
12
Cebula, Richard J.
12
Chiang, Thomas C.
12
Neumark, David
12
Payne, James E.
12
Yoon, Seong-min
12
Koopman, Siem Jan
11
Malik, Farooq
11
Salisu, Afees A.
11
Sarno, Lucio
11
Belke, Ansgar
10
Engle, Robert F.
10
Floros, Christos
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Hammoudeh, Shawkat
10
Huang, Zhuo
10
Miller, Stephen M.
10
Wu, Xinyu
10
Adrangi, Bahram
9
Bali, Turan G.
9
Basu, Susanto
9
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Applied economics letters
2
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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1
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1
Review of quantitative finance and accounting
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
10
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1
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:
2
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:
3
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:
4
Unconventional monetary policy reaction functions : evidence from the US
Agnello, Luca
;
Castro, Vítor
;
Dufrénot, Gilles
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012299601
Saved in:
5
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:
6
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:
7
Do the US trends drive the UK-French market linkages? : empirical evidence from a threshold intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 499-503
Persistent link: https://www.econbiz.de/10009709356
Saved in:
8
Nonlinearity, cyclicity, and persistence in consumption and income relationships : research in honor of Melvin J. Hinich
Jawadi, Fredj
;
Leoni, Patrick Lucien
- In:
Macroeconomic dynamics
16
(
2012
),
pp. 376-393
Persistent link: https://www.econbiz.de/10009746015
Saved in:
9
Stock market integration in Mexico and Argentina : are short- and long-term considerations different?
Jawadi, Fredj
;
Arouri, Mohamed
;
Nguyen, Duc Khuong
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1503-1507
Persistent link: https://www.econbiz.de/10008938896
Saved in:
10
Nonlinear cointegration relationships between non-life insurance premiums and financial markets
Jawadi, Fredj
;
Bruneau, Catherine
;
Sghaier, Nadia
- In:
The journal of risk and insurance : the journal of the …
76
(
2009
)
3
,
pp. 753-783
Persistent link: https://www.econbiz.de/10003877884
Saved in:
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