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~person:"Chkili, Walid"
~person:"Floros, Christos"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
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ARCH model
Kapitaleinkommen
Long memory
11
ARCH-Modell
6
Time series analysis
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6
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6
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6
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long memory
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Chkili, Walid
Floros, Christos
Gil-Alaña, Luis A.
17
Caporale, Guglielmo Maria
15
Asai, Manabu
12
Sibbertsen, Philipp
11
McAleer, Michael
10
Prokopczuk, Marcel
8
Gupta, Rangan
7
Ajmi, Ahdi Noomen
6
Boubaker, Heni
5
Han, Young Wook
5
Klein, Tony
5
Lux, Thomas
5
Nasr, Adnen Ben
5
Nguyen, Duc Binh Benno
5
Rodriguez, Gabriel
5
Walther, Thomas
5
Aloui, Chaker
4
Chang, Chia-Lin
4
Günay, Samet
4
Hammoudeh, Shawkat
4
Mensi, Walid
4
Nguyen, Duc Khuong
4
Perron, Pierre
4
Becker, Janis
3
Chiang, Thomas C.
3
Dark, Jonathan
3
Degiannakis, Stavros
3
Feng, Yuanhua
3
Härdle, Wolfgang
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Jiang, Yong
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Koopman, Siem Jan
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Lin, Ling
3
Lkhamazhapov, Zorikto
3
Peiris, Shelton
3
Plastun, Alex
3
Shi, Yanlin
3
Shin, Dong-wan
3
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Journal of international financial markets, institutions & money
2
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International review of financial analysis
1
Research in international business and finance
1
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1
Modeling Bitcoin price volatility :
long
memory
vs Markov switching
Chkili, Walid
- In:
Eurasian economic review : a journal in applied …
11
(
2021
)
3
,
pp. 433-448
Persistent link: https://www.econbiz.de/10012616005
Saved in:
2
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:
3
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and
long
memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
4
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
5
Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
Saved in:
6
Asymmetric effects and
long
memory
in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
Saved in:
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