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~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~person:"Cheffou, Abdoulkarim Idi"
~subject:"ARCH-Modell"
~subject:"Insolvency"
~subject:"Volatility"
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Cheffou, Abdoulkarim Idi
McAleer, Michael
29
Chang, Chia-Lin
9
Caporin, Massimiliano
7
Manera, Matteo
7
Roengchai Tansuchat
5
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3
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Iglesias, Emma M.
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Kumar, Dilip
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Lahiani, Amine
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Neely, Christopher J.
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Asai, Manabu
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2
Jayawardena, Nirodha I.
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Joëts, Marc
2
Lan Fen Chu
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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
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