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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019
Persistent link: https://www.econbiz.de/10012134816
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GARCH models with CPPI application
Ameur, Hachmi Ben - In: Nonlinear modeling of economic and financial time-series, (pp. 187-205). 2010
Persistent link: https://www.econbiz.de/10008857806
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The Brexit impact on European market co-movements
Ben Ameur, Hachmi; Louhichi, Waël - In: Risk management decisions and value under uncertainty, (pp. 1387-1403). 2022
Persistent link: https://www.econbiz.de/10013342123
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Introduction to topics in modelling financial and macroeconomic time series
Jawadi, Fredj - In: Computational economics 56 (2020) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012272013
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Special issue: modelling financial and macroeconomic time series
Jawadi, Fredj (ed.) - 2020
Persistent link: https://www.econbiz.de/10012272051
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Nonlinear modeling of economic and financial time-series
Jawadi, Fredj (ed.) - 2010
International Symposia in Economic Theory and Econometrics Volume 20 NONLINEAR MODELING OF ECONOMIC AND FINANCIAL TIME-SERIES EDITED BY FREDJ JAW ADI Universite d'Evry Val d'Essonne & Amiens School of Management, ...
Persistent link: https://www.econbiz.de/10012878059
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Oil prices and exchange rates : some new evidence using linear and nonlinear models
Arouri, Mohamed; Jawadi, Fredj - In: Nonlinear modeling of economic and financial time-series, (pp. 121-141). 2010
Persistent link: https://www.econbiz.de/10008857810
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Nonlinear stock market links between Mexico and the world
Arouri, Mohamed; Jawadi, Fredj - In: Nonlinear modeling of economic and financial time-series, (pp. 29-39). 2010
Persistent link: https://www.econbiz.de/10008857833
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Are Islamic stock markets efficient? : a time-series analysis
Jawadi, Fredj; Jawadi, Nabila; Cheffou, Abdoulkarim Idi - In: Applied economics 47 (2015) 16/18, pp. 1686-1697
Persistent link: https://www.econbiz.de/10010511990
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An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj; Namouri, Hela; Ftiti, Zied - In: Journal of economic dynamics & control 91 (2018), pp. 469-484
Persistent link: https://www.econbiz.de/10011974225