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ARCH model
Aktienmarkt
68
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67
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61
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53
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53
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51
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Nguyen, Duc Khuong
21
Aloui, Chaker
15
Arouri, Mohamed
7
Chkili, Walid
6
Lahiani, Amine
6
Hammoudeh, Shawkat
5
Ben Hamida, Hela
4
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2
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2
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2
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1
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1
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1
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1
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Pick Schen Yip
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1
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1
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6
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3
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2
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2
Eurasian economic review : a journal in applied macroeconomics and finance
2
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1
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1
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ECONIS (ZBW)
37
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1
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
2
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
Saved in:
3
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
4
Dynamic correlations and hedging effectiveness between gold and stock markets : evidence for BRICS countries
Chkili, Walid
- In:
Research in international business and finance
38
(
2016
),
pp. 22-34
Persistent link: https://www.econbiz.de/10011640606
Saved in:
5
Modeling Bitcoin price volatility : long memory vs Markov switching
Chkili, Walid
- In:
Eurasian economic review : a journal in applied …
11
(
2021
)
3
,
pp. 433-448
Persistent link: https://www.econbiz.de/10012616005
Saved in:
6
Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war
Gaies, Mariem
;
Chkili, Walid
- In:
Eurasian economic review : a journal in applied …
13
(
2023
)
2
,
pp. 307-319
Persistent link: https://www.econbiz.de/10014315646
Saved in:
7
Geopolitical risk and stock-bond interplay : a comparative study of Islamic and conventional assets in the GCC
Aloui, Chaker
;
Al-Kayed, Lama Tarek
;
Asadov, Alam
; …
- In:
Defence and peace economics
35
(
2024
)
6
,
pp. 740-759
Persistent link: https://www.econbiz.de/10015181998
Saved in:
8
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market
Mabrouk, Samir
;
Aloui, Chaker
- In:
International journal of financial services management …
4
(
2009/10
)
2
,
pp. 77-94
Persistent link: https://www.econbiz.de/10003970975
Saved in:
9
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models
Aloui, Chaker
;
Mabrouk, Samir
- In:
Energy policy
38
(
2010
)
5
,
pp. 2326-2339
Persistent link: https://www.econbiz.de/10008654211
Saved in:
10
Estimation and performance assessment of value-at-risk and expected shortfall based on long-memory GARCH-class models
Aloui, Chaker
;
Ben Hamida, Hela
- In:
Finance a úvěr
65
(
2015
)
1
,
pp. 30-54
Persistent link: https://www.econbiz.de/10010474200
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