Biblio
2 resultats trouvés
Filtres: Auteur est Bilel Sanhaji [Clear All Filters]
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH ModelsJournal article , Annals of Economics and Statistics, Issue 123-124, pp. 77-101, 2016
Volatility spillovers across daytime and overnight information between China and world equity marketsJournal article , Applied Economics, Volume 47, Issue 50, pp. 5407-5431, 2015