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Volatility forecasting and ris...
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Theorie
Volatility
128
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120
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116
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116
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98
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98
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89
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85
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Nguyen, Duc Khuong
33
Hammoudeh, Shawkat
32
Arouri, Mohamed
7
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5
Mensi, Walid
5
Tiwari, Aviral Kumar
5
Kuntara Pukthuanthong
4
Paltalidis, Nikos
4
Bekiros, Stelios
3
McAleer, Michael
3
Sensoy, Ahmet
3
Uddin, Mohammed Gazi Salah
3
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2
Chkili, Walid
2
Demir, Muge
2
Gupta, Rangan
2
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2
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2
Jena, Sangram Keshari
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2
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2
Lai, Van Son
2
Muhammad Shafiullah
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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
Al-Hassan, Abdullah
1
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5
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3
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3
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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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1
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1
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:
2
On the short- and long-run efficiency of energy and precious metal markets
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Lahiani, Amine
; …
- In:
Energy economics
40
(
2013
),
pp. 832-844
Persistent link: https://www.econbiz.de/10010355559
Saved in:
3
Financial linkages between US sector credit default swaps markets
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Jawadi, Fredj
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 223-243
Persistent link: https://www.econbiz.de/10011299835
Saved in:
4
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Al Janabi, Mazin A. M.
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
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
Overview of the special issue on "Rethinking risks in international financial markets : modeling tools and applications"
Nguyen, Duc Khuong
- In:
Economic modelling
40
(
2014
),
pp. 367-368
Persistent link: https://www.econbiz.de/10010425596
Saved in:
7
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
8
An international CAPM for partially integrated markets : theory and empirical evidence
Arouri, Mohamed
;
Nguyen, Duc Khuong
;
Kuntara Pukthuanthong
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2473-2493
Persistent link: https://www.econbiz.de/10009656174
Saved in:
9
Special section: Rethinking risks in international financial markets : modeling tools and applications
Nguyen, Duc Khuong
(
contributor
)
- In:
Economic modelling
40
(
2014
),
pp. 367-422
Persistent link: https://www.econbiz.de/10010425598
Saved in:
10
Fiscal policy interventions at the zero lower bound
Boubaker, Sabri
;
Nguyen, Duc Khuong
;
Paltalidis, Nikos
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 297-314
Persistent link: https://www.econbiz.de/10011974520
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