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Estimating the S&P fundamental value using star models

Jawadi, Fredj - In: Global journal of business research : GJBR 2 (2008) 1, pp. 137-146

Persistent link: https://www.econbiz.de/10009897222

Estimating the S&P fundamental value using star models

Jawadi, Fredj - In: Global journal of business research : GJBR 2 (2008) 1, pp. 137-146

Persistent link: https://www.econbiz.de/10003954671

Threshold stock price adjustment

Jawadi, Fredj - In: Measurement error : consequences, applications and solutions, (pp. 183-198). 2009

Persistent link: https://www.econbiz.de/10003958197

Introduction to time-varying modeling with macroeconomic and financial data

Jawadi, Fredj - In: Macroeconomic dynamics 16 (2012), pp. 167-175

Persistent link: https://www.econbiz.de/10009715433

Financial crises, bank losses, risk management and audit : what happened?

Jawadi, Fredj - In: Applied economics letters 17 (2010) 10/12, pp. 1019-1022

Persistent link: https://www.econbiz.de/10008698387

Essay in dividend modelling and forecasting : does nonlinearity help?

Jawadi, Fredj - In: Applied financial economics 19 (2009) 16/18, pp. 1329-1343

This article develops a method of nonlinear modelling for the dividends of the Group of seven (G7) indexes using threshold techniques: Smooth Transition Autoregressive Models (STAR). First, smoothness and nonlinearity are justified by the presence of heterogeneous expectations and companies of...

Persistent link: https://www.econbiz.de/10003886171