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~person:"Aloui, Chaker"
~subject:"Aktienmarkt"
~type_genre:"Article in journal"
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Search: subject:"ARCH model"
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Aktienmarkt
ARCH model
12
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12
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8
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8
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5
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5
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Aloui, Chaker
Ma, Feng
31
Bouri, Elie
16
Zhang, Yaojie
16
Chiang, Thomas C.
14
Kang, Sang Hoon
14
Gupta, Rangan
12
Xuan Vinh Vo
12
Liang, Chao
11
Guesmi, Khaled
10
Li, Yan
10
McMillan, David G.
10
Wang, Jiqian
10
Yoon, Seong-min
10
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9
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9
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9
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8
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8
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8
Amanjot Singh
7
Hamori, Shigeyuki
7
Jeribi, Ahmed
7
Wen, Fenghua
7
Wong, Wing Keung
7
Adrangi, Bahram
6
Arouri, Mohamed
6
Demirer, Rıza
6
Faff, Robert W.
6
Fakhfekh, Mohamed
6
Karmakar, Madhusudan
6
Kumar, Dilip
6
Li, Steven
6
Lu, Xinjie
6
Molnár, Peter
6
Teulon, Frédéric
6
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6
Wahab, M. I. M.
6
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6
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Afro-Asian Journal of Finance and Accounting : AAJFA
1
Defence and peace economics
1
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1
International journal of business
1
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1
International journal of financial services management : IJFSM
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ECONIS (ZBW)
8
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1
Oil-stock nexus in an oil-rich country : does geopolitical risk matter in terms of investment horizons?
Aloui, Chaker
;
Ben Hamida, Hela
- In:
Defence and peace economics
32
(
2021
)
4
,
pp. 468-488
Persistent link: https://www.econbiz.de/10012607758
Saved in:
2
Information transmission across stock indices and stock index futures : international evidence using wavelet framework
Aloui, Chaker
;
Hkiri, Besma
;
Lau, Chi Keung
;
Yarovaya, …
- In:
Research in international business and finance
44
(
2018
),
pp. 411-421
Persistent link: https://www.econbiz.de/10011983072
Saved in:
3
Emerging equity markets connectedness, portfolio hedging strategies and effectiveness
Harrathi, Nizar
;
Aloui, Chaker
;
Houfi, Mohamed Ali
; …
- In:
International journal of financial research
7
(
2016
)
2
,
pp. 189-201
Persistent link: https://www.econbiz.de/10011577189
Saved in:
4
Volatility forecasting and risk management in some MENA stock markets : a nonlinear framework
Aloui, Chaker
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
5
(
2015
)
2
,
pp. 160-192
Persistent link: https://www.econbiz.de/10011529632
Saved in:
5
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
6
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market
Mabrouk, Samir
;
Aloui, Chaker
- In:
International journal of financial services management …
4
(
2009/10
)
2
,
pp. 77-94
Persistent link: https://www.econbiz.de/10003970975
Saved in:
7
The effects of crude oil shocks on stock market shifts behaviour : a regime switching approach
Aloui, Chaker
;
Jammazi, Rania
- In:
Energy economics
31
(
2009
)
5
,
pp. 789-799
Persistent link: https://www.econbiz.de/10003880310
Saved in:
8
Long-range dependence in daily volatility on Tunisian stock market
Bellalah, Mondher
;
Aloui, Chaker
;
Abaoub, Ezzeddine
- In:
International journal of business
10
(
2005
)
3
,
pp. 191-216
Persistent link: https://www.econbiz.de/10003176517
Saved in:
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