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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Jawadi, Fredj"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Jawadi, Fredj
Kanas, Angelos
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9
Hammoudeh, Shawkat
9
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9
Caporale, Guglielmo Maria
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International journal of finance & economics : IJFE
Journal of international financial markets, institutions & money
The journal of finance : the journal of the American Finance Association
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6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
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ECONIS (ZBW)
5
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1
Essays in modelling financial market dynamics : an overview
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3803-3804
Persistent link: https://www.econbiz.de/10013461274
Saved in:
2
A latent-factor-driven endogenous regime-switching non-Gaussian model : evidence from simulation and application
Bu, Ruijun
;
Cheng, Jie
;
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3881-3896
Persistent link: https://www.econbiz.de/10013461280
Saved in:
3
On the effect of oil price in the context of Covid-19
Jawadi, Fredj
;
Sellami, Mohamed
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3924-3933
Persistent link: https://www.econbiz.de/10013461287
Saved in:
4
Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
5
An empirical comparison of transformed diffusion models for VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 116-127
Persistent link: https://www.econbiz.de/10011745478
Saved in:
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