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Dynamic conditional correlation analysis of stock market contagion : evidence from the 2007-2010 financial crises
Mighri, Zouheir; Mansouri, Fayçal - In: International journal of economics and financial issues … 3 (2013) 3, pp. 637-661
Persistent link: https://www.econbiz.de/10010518971
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Long-memory, asymmetry and fat-tailed GARCH models in value-at-risk estimation : empirical evidence from the global real estate markets
Mighri, Zouheir; Jaziri, Raouf - In: Journal of quantitative economics 21 (2023) 1, pp. 41-97
Persistent link: https://www.econbiz.de/10014259129