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~isPartOf:"Applied economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~person:"Goutte, Stéphane"
~person:"Jawadi, Fredj"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Aktienmarkt
11
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11
Volatility
11
Estimation
10
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10
Börsenkurs
8
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8
ARCH model
7
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Goutte, Stéphane
Jawadi, Fredj
Ma, Feng
8
Zhang, Yaojie
6
Gupta, Rangan
5
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Gubareva, Mariya
4
Kim, Jong-Min
4
Sosvilla-Rivero, Simón
4
Blazsek, Szabolcs
3
Chevallier, Julien
3
Fabozzi, Frank J.
3
Ftiti, Zied
3
García, Philip
3
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Ignatieva, Ekaterina
3
Nguyen, Duc Khuong
3
Račev, Svetlozar T.
3
Roubaud, David
3
Zhang, Jin E.
3
Zheng, Xian
3
Abakah, Emmanuel Joel Aikins
2
Agbola, Frank Wogbe
2
Allen, David E.
2
Apergēs, Nikolaos
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Balcilar, Mehmet
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2
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2
Bouri, Elie
2
Chan, Jennifer So Kuen
2
Cheffou, Abdoulkarim Idi
2
Chiu, Chien-liang
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Applied economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of finance & economics : IJFE
3
Applied economics letters
2
Econometric reviews
2
Energy economics
2
Journal of international financial markets, institutions & money
2
Applied mathematical finance
1
Computational economics
1
Economic modelling
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of economic integration
1
Journal of financial markets
1
Journal of mathematical finance
1
Macroeconomic dynamics
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
11
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1
Are oil and gas futures markets efficient? : a multifractal analysis
Ftiti, Zied
;
Jawadi, Fredj
;
Louhichi, Wael
;
Madani, …
- In:
Applied economics
53
(
2021
)
2
,
pp. 164-184
Persistent link: https://www.econbiz.de/10012416030
Saved in:
2
Conventional and Islamic stock market liquidity and volatility during COVID 19
Jawadi, Fredj
;
Cheffou, Abdoulkarim Idi
;
Jawadi, Nabila
; …
- In:
Applied economics
53
(
2021
)
60
,
pp. 6944-6963
Persistent link: https://www.econbiz.de/10012697985
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
Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
5
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
6
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
Saved in:
7
Modelling the relationship between future energy intraday volatility and trading volume with wavelet
Ftiti, Zied
;
Jawadi, Fredj
;
Louhichi, Waël
- In:
Applied economics
49
(
2017
)
20
,
pp. 1981-1993
Persistent link: https://www.econbiz.de/10011817029
Saved in:
8
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
9
Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3633-3650
Persistent link: https://www.econbiz.de/10011293475
Saved in:
10
Tobin tax and trading volume tightening : a reassessment
Damette, Olivier
;
Goutte, Stéphane
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3124-3141
Persistent link: https://www.econbiz.de/10011289358
Saved in:
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