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~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~person:"Cheffou, Abdoulkarim Idi"
~person:"Lahiani, Amine"
~subject:"ARCH-Modell"
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ARCH-Modell
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Cheffou, Abdoulkarim Idi
Lahiani, Amine
McAleer, Michael
29
Chang, Chia-Lin
9
Caporin, Massimiliano
7
Manera, Matteo
6
Roengchai Tansuchat
5
Chen, Chi-chung
4
Morana, Claudio
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Arouri, Mohamed
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Christiansen, Charlotte
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Guo, Hui
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Huang, Zhuo
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Iglesias, Emma M.
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Kumar, Dilip
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Ma, Feng
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Neely, Christopher J.
3
Nicolini, Marcella
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Todorova, Neda
3
Wang, Tianyi
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Zhang, Yaojie
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Ahmed, Abdullahi Dahir
2
Asai, Manabu
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Baillie, Richard
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Belkhouja, Mustapha
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Chang, Kuang-liang
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Charfeddine, Lanouar
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Chen, Ping-yu
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Escribano, Álvaro
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Fountas, Stilianos
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Gupta, Rangan
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Hammoudeh, Shawkat
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Huo, Rui
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Jawadi, Fredj
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Jayawardena, Nirodha I.
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Joëts, Marc
2
Lan Fen Chu
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Lanne, Markku
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Li, Bin
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Economic modelling
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The journal of applied business research
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Decision making and risk/return optimization in financial economics
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Energy economics
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European business review : EBR ; the official journal of the International Management Centres, Europe
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Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
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1
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van
;
Lahiani, Amine
;
Heller, David
- In:
Economic modelling
54
(
2016
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
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:
4
World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
44
(
2015
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
Saved in:
5
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
Saved in:
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