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ARCH model
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Jawadi, Fredj
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Ftiti, Zied
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Cheffou, Abdoulkarim Idi
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Louhichi, Waël
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Bellalah, Mondher
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Barnett, William A.
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Ben Ameur, Hachmi
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Jawadi, Nabila
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Stock market liberalization, structural breaks and dynamic changes in emerging market volatility
Nguyen, Duc Khuong
;
Bellalah, Mondher
- In:
Review of accounting & finance
7
(
2008
)
4
,
pp. 396-411
Persistent link: https://www.econbiz.de/10003799140
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2
Long-range dependence in daily volatility on Tunisian stock market
Bellalah, Mondher
;
Aloui, Chaker
;
Abaoub, Ezzeddine
- In:
International journal of business
10
(
2005
)
3
,
pp. 191-216
Persistent link: https://www.econbiz.de/10003176517
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3
Modeling transmissions of volatility shocks : application to CDS spreads during the euro area sovereign crisis
Bellalah, Makram
;
Bellalah, Mondher
;
Boussada, Haifa
- In:
International journal of business
21
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011457828
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4
The efficiency of the GIPS sovereign debt markets during crisis
Fakhry, Bachar
;
Masood, Omar
;
Bellalah, Mondher
- In:
International journal of business
21
(
2016
)
1
,
pp. 87-98
Persistent link: https://www.econbiz.de/10011457850
Saved in:
5
Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3633-3650
Persistent link: https://www.econbiz.de/10011293475
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6
On oil-US exchange rate volatility relationships : an intradaily analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ben Ameur, Hachmi
-
2017
Persistent link: https://www.econbiz.de/10011738106
Saved in:
7
Intraday jumps and trading volume : a nonlinear Tobit specification
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1167-1186
Persistent link: https://www.econbiz.de/10011596214
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8
On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar
;
Jawadi, Fredj
;
Maliki, Samir B.
;
Cheffou, …
- In:
Economic modelling
52
(
2016
),
pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
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9
On oil-US exchange rate volatility relationships : an intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
; …
- In:
Economic modelling
59
(
2016
),
pp. 329-334
Persistent link: https://www.econbiz.de/10011647852
Saved in:
10
Modelling the relationship between future energy intraday volatility and trading volume with wavelet
Ftiti, Zied
;
Jawadi, Fredj
;
Louhichi, Waël
- In:
Applied economics
49
(
2017
)
20
,
pp. 1981-1993
Persistent link: https://www.econbiz.de/10011817029
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