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~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Journal of time series econometrics"
~source:"econis"
~subject:"ARCH model"
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Afro-Asian Journal of Finance and Accounting : AAJFA
Journal of time series econometrics
Research in international business and finance
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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International journal of economics and financial issues : IJEFI
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Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
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Asia-Pacific journal of financial studies
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A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
2
Modelling persistence in conditional volatility of asset returns
Pandey, Rajan
;
Kumar, Arya
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
7
(
2017
)
1
,
pp. 16-34
Persistent link: https://www.econbiz.de/10011748637
Saved in:
3
Volatility forecasting and risk management in some MENA stock markets : a nonlinear framework
Aloui, Chaker
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
5
(
2015
)
2
,
pp. 160-192
Persistent link: https://www.econbiz.de/10011529632
Saved in:
4
Long
memory
and asymmetry for matrix-exponential dynamic correlation processes
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10010510043
Saved in:
5
Forecasting volatility and the risk-return tradeoff : an application on the Fama-French benchmark market return
Vafiadis, Nikolaos
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 181-216
Persistent link: https://www.econbiz.de/10011291298
Saved in:
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