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Boundedness and nonlinearities...
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Volatility
Börsenkurs
39
Share price
39
Estimation
38
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38
Welt
38
World
38
Theorie
36
Theory
36
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31
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14
Kointegration
14
Oil price
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14
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13
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13
Islamisches Finanzsystem
12
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English
31
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Jawadi, Fredj
31
Ftiti, Zied
9
Cheffou, Abdoulkarim Idi
8
Louhichi, Waël
7
Bu, Ruijun
5
Ben Ameur, Hachmi
4
Louhichi, Wael
4
Barnett, William A.
3
Bourghelle, David
3
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3
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2
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2
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2
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1
Bastidon, Cécile
1
Bellalah, Mondher
1
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1
Fakhfekh, Mohamed
1
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Madani, Mohamed El Arbi
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Ren, Xiaohang
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5
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3
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2
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2
Energy economics
2
International journal of finance & economics : IJFE
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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2
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Emerging markets review
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ECONIS (ZBW)
31
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1
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
Saved in:
2
The dynamics of emerging stock markets : empirical assessments and implications
Arouri, Mohamed
;
Jawadi, Fredj
;
Nguyen, Duc Khuong
-
2010
Persistent link: https://www.econbiz.de/10003888269
Saved in:
3
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
Saved in:
4
Threshold linkages between volatility and trading volume : evidence from developed and emerging markets
Jawadi, Fredj
;
Ureche-Rangau, Loredana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 313-333
Persistent link: https://www.econbiz.de/10009740776
Saved in:
5
Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Journal of financial markets
26
(
2015
),
pp. 64-84
Persistent link: https://www.econbiz.de/10011477277
Saved in:
6
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
Saved in:
7
Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Louhichi, Wael
; …
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1875-1903
Persistent link: https://www.econbiz.de/10011918211
Saved in:
8
An empirical comparison of transformed diffusion models for VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 116-127
Persistent link: https://www.econbiz.de/10011745478
Saved in:
9
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:
10
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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