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The nonlinearity and jumps in stochastic volatility : evidence from returns and options data
Mimouni, Karim - In: Banking and finance review 1 (2009) 1, pp. 99-117
Persistent link: https://www.econbiz.de/10008936745
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The impact of parallel market exchange rate volatility and oil exports on real GDP in Syria : evidence from the ARDL approach
Mrabet, Zouhair; Alsamara, Mouyad - In: The journal of international trade & economic development 27 (2018) 3/4, pp. 333-349
Persistent link: https://www.econbiz.de/10011887594
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Volatility dynamics for the S&P500 : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.; Jacobs, Kris; Mimouni, Karim - In: The review of financial studies 23 (2010) 8, pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
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Do oil producing countries offer international diversification benefits? : evidence from GCC countries
Mimouni, Karim; Charfeddine, Lanouar; Al-Azzam, Moh'd - In: Economic modelling 57 (2016), pp. 263-280
Persistent link: https://www.econbiz.de/10011646913