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~language:"bul"
~language:"eng"
~person:"Jawadi, Fredj"
~subject:"Schätzung"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Schätzung
ARCH model
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Börsenkurs
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Oil price
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Jawadi, Fredj
McAleer, Michael
47
Chang, Chia-Lin
25
Gupta, Rangan
24
Kumar, Dilip
20
Herwartz, Helmut
18
Paolella, Marc S.
17
Ma, Feng
16
Bouri, Elie
14
Conrad, Christian
13
Antonakakis, Nikolaos
12
Bauwens, Luc
12
Karanasos, Menelaos
12
Koopman, Siem Jan
12
Caporin, Massimiliano
11
Huang, Zhuo
11
Malik, Farooq
11
Miller, Stephen M.
11
Mittnik, Stefan
11
Brooks, Robert
10
Chiang, Thomas C.
10
Floros, Christos
10
Hafner, Christian M.
10
Tiwari, Aviral Kumar
10
Wu, Xinyu
10
Yoon, Seong-min
10
Bahmani-Oskooee, Mohsen
9
Bollerslev, Tim
9
Caporale, Guglielmo Maria
9
Chen, Cathy W. S.
9
Engle, Robert F.
9
Haas, Markus
9
Hamori, Shigeyuki
9
Silvennoinen, Annastiina
9
Trojani, Fabio
9
Ardia, David
8
Balcilar, Mehmet
8
Francq, Christian
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Hautsch, Nikolaus
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Nonejad, Nima
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
-
2020
Persistent link: https://www.econbiz.de/10012312754
Saved in:
2
The causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Ftiti, Zied
;
Jawadi, Fredj
-
2018
Persistent link: https://www.econbiz.de/10011965745
Saved in:
3
On oil-US exchange rate volatility relationships : an intradaily analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ben Ameur, Hachmi
-
2017
Persistent link: https://www.econbiz.de/10011738106
Saved in:
4
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
5
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
6
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
7
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied
;
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
Saved in:
8
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
9
Intraday jumps and trading volume : a nonlinear Tobit specification
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1167-1186
Persistent link: https://www.econbiz.de/10011596214
Saved in:
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