Beljid Makram

Economics and Econometrics · 2015

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Beljid Makram trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. S. Ling
  4. Michael Mcaleer
  5. Mohamed Arouri

Papers from Beljid Makram's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Dynamic Conditional Correlation
  5. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
  6. Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?
  7. Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework
  8. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
  9. The more contagion effect on emerging markets: The evidence of DCC-GARCH model
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers