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~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~person:"Chang, Kuang-liang"
~person:"Cheffou, Abdoulkarim Idi"
~subject:"ARCH-Modell"
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Chang, Kuang-liang
Cheffou, Abdoulkarim Idi
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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:
2
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:
3
The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
Saved in:
4
House price dynamics, conditional higher-order moments, and density forecasts
Chang, Kuang-liang
- In:
Economic modelling
27
(
2010
)
5
,
pp. 1029-1039
Persistent link: https://www.econbiz.de/10008824917
Saved in:
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