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  • Search: person:"El Jebari, Ouael"
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Subject
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Estimation 2 Schätzung 2 Theorie 2 Theory 2 Volatility 2 Volatilität 2 ARCH model 1 ARCH-Modell 1 Anlageverhalten 1 Behavioural finance 1 CSAD 1 Capital income 1 Correlation 1 Emerging economies 1 Financial market 1 Finanzmarkt 1 Herdenverhalten 1 Herding 1 Kapitaleinkommen 1 Korrelation 1 Schwellenländer 1 Spillover effect 1 Spillover-Effekt 1 cross-sectional absolute deviation 1 developed markets 1 domestic sectors 1 dynamic conditional correlations 1 extreme returns 1 frontier markets 1 herding behaviour 1 interdependencies 1 multivariate GARCH models 1 quantile regression 1 volatility 1 volatility spillover 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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El Jebari, Ouael 2 Hakmaoui, Abdelati 2
Published in...
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International journal of computational economics and econometrics : IJCEE 2
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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An empirical analysis of herding behaviour : evidence from developed and frontier financial markets
Hakmaoui, Abdelati; El Jebari, Ouael - In: International journal of computational economics and … 13 (2023) 4, pp. 374-403
Persistent link: https://www.econbiz.de/10014439720
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An analysis of major Moroccan domestic sectors interdependencies and volatility spillovers using multivariate GARCH models
El Jebari, Ouael; Hakmaoui, Abdelati - In: International journal of computational economics and … 10 (2020) 3, pp. 291-307
Persistent link: https://www.econbiz.de/10012271063
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