Narjis Alhaddad

3 Questions 28 Answers 0 Followers

Questions related from Narjis Alhaddad

Can I use GARCH with Fama French 3/5 Factor models?

Hi All, Is it possible to use GARCH with Fama French 3 or 5 factor models? Is there any article that uses this technique and I can refer to it? I want to study the impact of option trading on...

23 June 2022 3,160 4 View

What are today's most attractive topics for PhD in Finance or Financial Economics?

Dears, I am thinking to do the PhD but still confused in choosing a good topic. What are today's most attractive topics in Finance or Financial economics ? What else other than Fintech? Does...

07 October 2019 7,288 83 View

Can I use Johansen cointegration test for variables to be regressed in OLS model?

Hi, I want to conduct a cointegration test for two variables and then I want to do the OLS regression, Can I use Johansen cointegration test or it is only for VAR Models? Engle Granger doesn't...

27 July 2016 4,043 19 View