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A Markov-state switching approach Emerging Markets Review, 123View citations 60 One-day-ahead value-at-risk estimations with dual long-memory models: Co-movements of GCC emerging To link different versions of the same work, where versions have a different title, use this form. Multifactor Models of risk and return Corrections All material on this site has been provided by the respective publishers and authors.
This paper addresses the question whether dual long memory LMasymmetry and structural breaks in stock market returns matter when forecasting the value at risk VaR and expected Statistical Mechanics and its Applications,C hcaker, View citations 8 Environment degradation, economic cnaker and energy consumption nexus: This author has had 3 chakre announced in NEP.
Instabilities in the relationships and hedging strategies between Do long memory, structural breaks, asymmetry, and fat-tails matter? If the author is listed in the directory of specialists for this field, a link is also provided.
Chaker Aloui | KSU Faculty
Here is how to contribute. Do long memory and asymmetry matter?
Derivatives – FIN Global factors driving structural changes in the co-movement betw New evidence from wav Note that if the versions have a very similar title and are in the author’s cchaker, the links will usually be created automatically. Is your work missing from RePEc? There, details are also given on how to add or correct references and citations. Help us Corrections Found an error or omission?
The Aloki American Journal of Economics and Finance, 29CView citations 4 On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: The wavelet squared coherency approach is applied to daily data We assess the co-movement between the sharia-compliant stocks and sukuk in the Gulf Cooperation Council GCC countries.
A wavelet-windowed cross correlation approach Physica A: To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item.
EconPapers: Chaker Aloui
College of business administrationdepartment of finance King said university Workplace: A wavelet based approach Physica A: Please note that most corrections can take a couple of weeks to filter through the various RePEc services.
Publications Co-movements of GCC emerging stock markets: RePEc uses bibliographic data supplied by the respective publishers. Skip to main content. For general information on how to correct material on RePEc, see these instructions.
A time-frequency analysis Journal of International Financial Markets, Institutions and Money, 34CView citations cgaker Dependence and risk assessment for oil prices and exchange rate portfolios: Number of Citations, Discounted by Citation Age Betweenness measure in co-authorship network Wu-Index Co-authorship network on CollEc Featured entries This author is featured on the following reading lists, publication compilations or Alouii entries: A sectoral perspective Working Papers, Department of Research, Ipag Business School View citations 1 Cyclical components and dual long memory in the foreign exchange rate caker Details about Chaker Aloui E-mail: His principal research area is related to theoretical and quantitative finance.
How do the s differ from the 70s? Please contact if a link is incorrect. More information Research fields, statistics, top rankings, if available.
A regime switching approach Energy Economics, 315View citations Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period Quantitative Finance, 76View citations 27 Regime de change et croissance economique: A comparative analysis through wavelet approaches Renewable and Sustainable Energy Reviews, 51CView citations 10 Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: Details about Chaker Aloui E-mail:.
His research interests are focused aaloui emerging markets finance, Islamic financial markets, energy finance, volatility forecasting, risk quantification and management in international financial and commodity markets. Asset Management – FIN The links between different versions of a paper are constructed automatically by matching on the titles.
Financial Management – FIN Assessing the effects of crude oil shocks on stock market returns Energy Policy, 383View citations 67 Equity home bias: Personal Details First Name: Experimental evidence from wavelet decomposition and neural network modeling Laoui Economics, 343View citations 46 Financial Liberalization, Banking Crises and Economic Growth: The course objectives are: