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Basel M.A. Awartani
Information about the author Basel M.A. Awartani will soon be added to the site.
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2 papers
in total
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Forecasting volatility with noisy jumps: an application to the Dow Jones Industrial Average stocks
2008
Empirical high-frequency data can be used to separate the continuous and the jump...
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries
2005
In this paper, we examine the relative out of sample predictive ability of different...
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