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~isPartOf:"Journal of economic integration"
~person:"Boubaker, Heni"
~person:"Hegerty, Scott W."
~subject:"ARCH model"
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Corrected Dynamic Conditional Correlation Fractionally Integrated Asymmetric Power Autoregressive Conditional Heteroskedasticity (c-DCC-FIAPARCH)
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Boubaker, Heni
Hegerty, Scott W.
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Journal of economic integration
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From oil to stock markets
Guesmi, Khaled
;
Boubaker, Heni
;
Lai, Van Son
- In:
Journal of economic integration
31
(
2016
)
1
,
pp. 103-133
Persistent link: https://www.econbiz.de/10011451684
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Output volatility and its transmission in transition economies : implications for European integration
Hegerty, Scott W.
- In:
Journal of economic integration
27
(
2012
)
4
,
pp. 520-536
Persistent link: https://www.econbiz.de/10009678988
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