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~person:"Teulon, Frédéric"
~subject:"Estimation"
~subject:"Multivariate GARCH models"
~subject:"multivariate GARCH model"
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Multivariate GARCH models
multivariate GARCH model
Multivariate GARCH
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Teulon, Frédéric
Manera, Matteo
8
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7
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Wu, Jianbin
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Grasso, Margherita
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Al-Jarrah, Idries Mohammad Wanas
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
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The determinants of regional stock market integration in middle east : a conditional ICAPM approach
Guesmi, Khaled
;
Teulon, Frédéric
- In:
International economics : a journal published by CEPII …
137
(
2014
),
pp. 22-31
Persistent link: https://www.econbiz.de/10011620029
Saved in:
2
The evolution of risk premium as a measure for intra-regional equity market integration
Guesmi, Khaled
;
Teulon, Frédéric
;
Taneem Muzaffar, Ahmed
- In:
International review of financial analysis
35
(
2014
),
pp. 13-19
Persistent link: https://www.econbiz.de/10010529640
Saved in:
3
Integration versus segmentation in Middle East North Africa Equity Market : time variations and currency risk
Guesmi, Khaled
;
Moisseron, Jean-Yves
;
Teulon, Frédéric
- In:
Journal of international financial markets, …
28
(
2014
),
pp. 204-212
Persistent link: https://www.econbiz.de/10010411565
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