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Neural tests for conditional heteroskedasticity in ARCH-M models
Peretti, Christian de (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 3
Persistent link: https://www.econbiz.de/10002652224
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The volatility spillover effect between index options and their underlying markets : evidence from the US, the UK, and Taiwan
Chan, Chia-Ying; Peretti, Christian de; Wang, Ming-Chun; … - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 700-733
Persistent link: https://www.econbiz.de/10011779396
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How Do macroeconomic variables volatilities affect stock markets dynamics? : evidence from MENA zone
Mechria, Nesrine; Peretti, Christian de; Ben Hamad, Salah - In: International journal of business 27 (2022) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10013362250
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Nonlinearities in the oil effects on the sovereign credit risk: a self-exciting threshold autoregression approach
Sabkha, Saker; Peretti, Christian de; Hmaied, Dorra Mezzez - In: Research in international business and finance 50 (2019), pp. 106-133
Persistent link: https://www.econbiz.de/10012177033
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Forecasting sovereign CDS VOLATILITY : a comparison of univariate GARCH-class models
Sabkha, Saker; Peretti, Christian de; Mallek, Sabrine - In: Vie & sciences de l'entreprise : VSE ; la revue de … 209 (2020), pp. 27-56
Persistent link: https://www.econbiz.de/10013188545