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~person:"Guesmi, Khaled"
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Search: subject:"Multivariate"
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Multivariate GARCH
11
ARCH model
9
ARCH-Modell
9
Aktienmarkt
8
Multivariate Verteilung
7
Multivariate distribution
7
Stock market
7
ICAPM
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stock markets
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Bitcoin
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Börsenkurs
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Guesmi, Khaled
McAleer, Michael
115
Okhrin, Ostap
72
Koopman, Siem Jan
59
Asai, Manabu
54
Härdle, Wolfgang
49
Lucas, André
48
Hafner, Christian M.
42
Caporin, Massimiliano
39
Hallin, Marc
38
MacKinnon, James G.
36
Hammoudeh, Shawkat
35
Backhaus, Klaus
32
Chang, Chia-Lin
31
Herwartz, Helmut
31
Teräsvirta, Timo
31
Rombouts, Jeroen V. K.
29
Webb, Matthew
29
Caporale, Guglielmo Maria
27
Smith, Michael S.
27
Nguyen, Duc Khuong
26
Schmid, Wolfgang
26
Tiwari, Aviral Kumar
26
Weihs, Claus
25
Chen, Xiaohong
24
Einmahl, John H. J.
23
Galichon, Alfred
23
Härdle, Wolfgang Karl
23
Mittnik, Stefan
23
Okhrin, Yarema
23
Patton, Andrew J.
23
Croux, Christophe
22
Dufour, Jean-Marie
22
Khalaf, Lynda
22
Marcellino, Massimiliano
22
Mensi, Walid
22
Hautsch, Nikolaus
21
Manera, Matteo
21
Wied, Dominik
21
DeSarbo, Wayne S.
20
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
9
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Institut für Weltwirtschaft (IfW)
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Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
9
Economics Bulletin
3
International review of financial analysis
3
Finance research letters
2
Research in international business and finance
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European Journal of Comparative Economics
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International Review of Financial Analysis
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of International Financial Markets, Institutions and Money
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Journal of economic integration
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Journal of international financial markets, institutions & money
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Technological forecasting & social change : an international journal
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The journal of applied business research
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RePEc
18
ECONIS (ZBW)
15
EconStor
1
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1
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model
Bedoui, Rihab
;
Benkraiem, Ramzi
;
Guesmi, Khaled
; …
- In:
Technological forecasting & social change : an …
197
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468847
Saved in:
2
Bitcoin vs. fiat currencies : insights from extreme dependence and risk spillover analysis with financial markets
Abid, Ilyes
;
Bouri, Elie
;
Galariotis, Emilios
;
Guesmi, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014469176
Saved in:
3
Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries
Chkir, Imed Eddine
;
Guesmi, Khaled
;
Brayek, Angham Ben
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012581526
Saved in:
4
Diamonds versus precious metals : what gleams most against USD exchange rates?
Bedoui, Rihab
;
Guesmi, Khaled
;
Kalai, Saoussen
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012436915
Saved in:
5
Contagion and bond pricing : the case of the ASEAN region
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Research in international business and finance
47
(
2019
),
pp. 371-385
Persistent link: https://www.econbiz.de/10012135753
Saved in:
6
On the conditional dependence structure between oil, gold and USD exchange rates : Nested copula based GJR-GARCH model
Bedoui, Rihab
;
Braiek, Sana
;
Guesmi, Khaled
; …
- In:
Energy economics
80
(
2019
),
pp. 876-889
Persistent link: https://www.econbiz.de/10012173742
Saved in:
7
On the study of conditional dependence structure between oil, gold and USD exchange rates
Bedoui, Rihab
;
Braeik, Sana
;
Goutte, Stéphane
;
Guesmi, …
- In:
International review of financial analysis
59
(
2018
),
pp. 134-146
Persistent link: https://www.econbiz.de/10012006932
Saved in:
8
Bitcoin and liquidity risk diversification
Ghabri, Yosra
;
Guesmi, Khaled
;
Zantour, Ahlem
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819160
Saved in:
9
Regional stock market integration in Singapore : a
multivariate
analysis
Teulon, Frédéric
;
Guesmi, Khaled
;
Mankai, Selim
- In:
Economic modelling
43
(
2014
),
pp. 217-224
Persistent link: https://www.econbiz.de/10010502156
Saved in:
10
Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
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