//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Decision making and risk/return optimization in financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~person:"Cheffou, Abdoulkarim Idi"
~subject:"ARCH-Modell"
~subject:"Insolvency"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARCH model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Insolvency
ARCH model
3
Volatility
2
Volatilität
2
Aktienindex
1
Aktienmarkt
1
Ansteckungseffekt
1
Beta risk
1
Betafaktor
1
Bull and bear markets
1
Börsenkurs
1
Capital income
1
Contagion
1
Contagion effect
1
DCC-MGARCH model
1
Estimation
1
Exchange rate
1
Financial crisis
1
Finanzkrise
1
GARCH model
1
Insolvenz
1
Instability
1
Intraday data
1
Intraday jumps
1
Kapitaleinkommen
1
Oil price
1
Oil price volatility
1
Realised volatility
1
Schätzung
1
Share price
1
Stock index
1
Stock market
1
Subprime crisis
1
Subprime financial crisis
1
Subprime-Krise
1
Sustainable index nonlinearity
1
Theorie
1
Theory
1
Time series analysis
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Aufsatz im Buch
1
Book section
1
Language
All
English
3
Author
All
Cheffou, Abdoulkarim Idi
McAleer, Michael
29
Chang, Chia-Lin
9
Caporin, Massimiliano
7
Manera, Matteo
6
Roengchai Tansuchat
5
Chen, Chi-chung
4
Morana, Claudio
4
Arouri, Mohamed
3
Christiansen, Charlotte
3
Guo, Hui
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Jawadi, Fredj
3
Kumar, Dilip
3
Lahiani, Amine
3
Ma, Feng
3
Neely, Christopher J.
3
Nicolini, Marcella
3
Todorova, Neda
3
Wang, Tianyi
3
Zhang, Yaojie
3
Ahmed, Abdullahi Dahir
2
Asai, Manabu
2
Baillie, Richard
2
Belkhouja, Mustapha
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Chen, Ping-yu
2
Escribano, Álvaro
2
Fountas, Stilianos
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Huo, Rui
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Lan Fen Chu
2
Lanne, Markku
2
Li, Bin
2
Liang, Fang
2
more ...
less ...
Published in...
All
Decision making and risk/return optimization in financial economics
Economic modelling
Working paper
Applied economics
1
Review of quantitative finance and accounting
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
2
On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar
;
Jawadi, Fredj
;
Maliki, Samir B.
;
Cheffou, …
- In:
Economic modelling
52
(
2016
),
pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
Saved in:
3
On oil-US exchange rate volatility relationships : an intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
; …
- In:
Economic modelling
59
(
2016
),
pp. 329-334
Persistent link: https://www.econbiz.de/10011647852
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->