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Nonlinear mean reversion in oi...
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Volatility
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Jawadi, Fredj
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Ftiti, Zied
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Louhichi, Waël
7
Bu, Ruijun
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1
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International journal of finance & economics : IJFE
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Nonlinear mean reversion in oil and stock markets
Jawadi, Fredj
;
Bellalah, Mondher
- In:
Review of accounting & finance
10
(
2011
)
3
,
pp. 316-326
Persistent link: https://www.econbiz.de/10009311645
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2
On volatility smiles and the valuation of equity and index options in the Paris bourse : theory and empirical tests
Bellalah, Mondher
- In:
International financial systems and stock volatility : …
,
(pp. 271-297)
.
2002
Persistent link: https://www.econbiz.de/10001783003
Saved in:
3
Volume, volatility, spreads and periodic closure in the French market
Bellalah, Mondher
- In:
International journal of business
9
(
2004
)
1
,
pp. 15-40
Persistent link: https://www.econbiz.de/10001976524
Saved in:
4
Managing derivatives in the presence of a smile effect and incomplete information
Bellalah, Mondher
- In:
Risk management and value : valuation and asset price
,
(pp. 1-10)
.
2008
Persistent link: https://www.econbiz.de/10003686148
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5
Essays in modelling financial market dynamics : an overview
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3803-3804
Persistent link: https://www.econbiz.de/10013461274
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6
On the smile effect and market imperfections in the presence of jumps and incomplete information
Bellalah, Mondher
;
Riva, Fabrice
- In:
Finance India : the quarterly journal of Indian …
15
(
2001
)
4
,
pp. 1279-1287
Persistent link: https://www.econbiz.de/10001666217
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7
Volume, volatility, and periodic closure with information uncertainty
Bellalah, Mondher
;
Derhy, Armand
- In:
International journal of business
10
(
2005
)
1
,
pp. 15-38
Persistent link: https://www.econbiz.de/10002650544
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8
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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9
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
Saved in:
10
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
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