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Keywords: EGARCH
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Journal Articles
Hind Lebdaoui, Ikram Kiyadi, Fatima Zahra Bendriouch, Youssef Chetioui, Firdaous Lebdaoui, Zainab Alhayki
Journal of Economic and Administrative Sciences (2026) 42 (3): 732–752.
Published: 03 September 2024
... the resilience score. Youssef Chetioui can be contacted at: y.chetioui@aui.ma COVID-19 Volatility Stringency measures Economic resilience EGARCH The onset of the coronavirus 2019 (COVID-19) pandemic was an unforeseen event, affecting the lives of populations worldwide, both directly...
Journal Articles
Journal of Economic and Administrative Sciences (2015) 31 (1): 20–29.
Published: 18 May 2015
... (GARCH-M), exponential generalized autoregressive conditional heteroskedasticity (EGARCH), and threshold GARCH (TGARCH) models. The data are selected from three markets: Dubai Vetch (DV), West Texas Intermediate, and Europe Brent Spot Price. Findings – The weak-form efficient market (random walk...
