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subject:"Volatilität"
~person:"Bouri, Elie"
~person:"Jawadi, Fredj"
~subject:"Share price"
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Volatilität
Share price
Estimation
84
Schätzung
84
Volatility
41
Börsenkurs
31
Capital income
29
Kapitaleinkommen
29
Aktienmarkt
24
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English
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Bouri, Elie
Jawadi, Fredj
Gupta, Rangan
109
Caporale, Guglielmo Maria
98
McAleer, Michael
93
Pierdzioch, Christian
79
Bollerslev, Tim
60
Gil-Alaña, Luis A.
57
McMillan, David G.
49
Hautsch, Nikolaus
48
Belke, Ansgar
44
Bohl, Martin T.
44
Narayan, Paresh Kumar
43
Todorov, Viktor
43
Wohar, Mark E.
41
Zaremba, Adam
39
Engle, Robert F.
38
Tiwari, Aviral Kumar
36
Härdle, Wolfgang
35
Bahmani-Oskooee, Mohsen
34
Döpke, Jörg
34
Herwartz, Helmut
33
Pesaran, M. Hashem
33
Allen, David E.
32
Ma, Feng
30
Asai, Manabu
29
Lettau, Martin
29
Bali, Turan G.
28
Balcilar, Mehmet
27
Caporin, Massimiliano
27
Mumtaz, Haroon
27
Cheung, Yin-Wong
26
Theissen, Erik
26
Chang, Chia-Lin
25
Xuan Vinh Vo
24
Andersen, Torben
23
Buch, Claudia M.
23
Cakici, Nusret
23
Koopman, Siem Jan
23
Ludvigson, Sydney C.
23
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Energy economics
5
Department of Economics working paper series
4
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Review of quantitative finance and accounting
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Annals of operations research ; volume 274, numbers 1/2 (March 2019)
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Borsa Istanbul Review
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
56
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51
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:
52
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:
53
The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Maghyereh, Aktham I.
;
Awartani, Basel
;
Bouri, Elie
- In:
Energy economics
57
(
2016
),
pp. 78-93
Persistent link: https://www.econbiz.de/10011698288
Saved in:
54
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
Saved in:
55
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:
56
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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