Jihed Majdoub

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 15 citations into it
• Finance — 13 citations into it

Whom Jihed Majdoub trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Y. Tse

Who trusts Jihed Majdoub overall

1. Nader Naifar

Papers from Jihed Majdoub's perspective

Ordered by how strongly the researchers Jihed Majdoub trusts endorse each paper. Same corpus, a different order for every researcher.

1. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
2. Generalized autoregressive conditional heteroskedasticity
3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
4. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
5. Time Series Analysis: Forecasting and Control
6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
7. Long Memory and Regime Switching
8. Asymptotic theory for multivariate GARCH processes
9. Asymptotic Inference about Predictive Ability
10. A Reality Check for Data Snooping

Their papers

• Islamic equity market integration and volatility spillover between emerging and US stock markets (2014) — 195 citations