{"id":"https://openalex.org/W2950837083","doi":null,"title":"\u0623\u062b\u0631 \u0627\u0644\u0639\u062f\u0648\u0649 \u0639\u0644\u0649 \u062a\u0643\u0631\u0627\u0631 \u0627\u0644\u0623\u0632\u0645\u0627\u062a \u0627\u0644\u0645\u0627\u0644\u064a\u0629: \u062f\u0631\u0627\u0633\u0629 \u062a\u0637\u0628\u064a\u0642\u064a\u0629 \u0628\u0627\u0633\u062a\u0639\u0645\u0627\u0644 \u0646\u0645\u0648\u0630\u062c GARCH\u0639\u0644\u0649 \u0627\u0644\u0623\u0632\u0645\u0629 \u0627\u0644\u0645\u0627\u0644\u064a\u0629 \u0627\u0644\u0639\u0627\u0644\u0645\u064a\u0629 200","display_name":"\u0623\u062b\u0631 \u0627\u0644\u0639\u062f\u0648\u0649 \u0639\u0644\u0649 \u062a\u0643\u0631\u0627\u0631 \u0627\u0644\u0623\u0632\u0645\u0627\u062a \u0627\u0644\u0645\u0627\u0644\u064a\u0629: \u062f\u0631\u0627\u0633\u0629 \u062a\u0637\u0628\u064a\u0642\u064a\u0629 \u0628\u0627\u0633\u062a\u0639\u0645\u0627\u0644 \u0646\u0645\u0648\u0630\u062c GARCH\u0639\u0644\u0649 \u0627\u0644\u0623\u0632\u0645\u0629 \u0627\u0644\u0645\u0627\u0644\u064a\u0629 \u0627\u0644\u0639\u0627\u0644\u0645\u064a\u0629 200","publication_year":2012,"publication_date":"2012-12-31","ids":{"openalex":"https://openalex.org/W2950837083","mag":"2950837083"},"language":"ar","primary_location":{"id":"mag:2950837083","doi":null,"is_oa":false,"landing_page_url":"https://www.asjp.cerist.dz/en/article/86005","pdf_url":null,"source":{"id":"https://openalex.org/S4306525460","display_name":"recherches \u00e9conomiques","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"recherches \u00e9conomiques","raw_type":null},"volume":null,"type":"article","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5076570764","display_name":"\u0639\u0628\u062f \u0627\u0644\u0633\u0644\u0627\u0645 \u0639\u0642\u0648\u0646","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4210103375","display_name":"Tissemsilt University","ror":"https://ror.org/01mc1cc12","country_code":"DZ","type":"education","lineage":["https://openalex.org/I4210103375"]}],"countries":["DZ"],"is_corresponding":true,"raw_author_name":"\u0639\u0642\u0648\u0646 \u0639\u0628\u062f \u0627\u0644\u0633\u0644\u0627\u0645","raw_affiliation_strings":["\u0627\u0644\u0645\u0631\u0643\u0632 \u0627\u0644\u062c\u0627\u0645\u0639\u064a \u0639\u064a\u0646 \u062a\u064a\u0645\u0648\u0634\u0646\u062a"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"\u0627\u0644\u0645\u0631\u0643\u0632 \u0627\u0644\u062c\u0627\u0645\u0639\u064a \u0639\u064a\u0646 \u062a\u064a\u0645\u0648\u0634\u0646\u062a","institution_ids":["https://openalex.org/I4210103375"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5076570764"],"corresponding_institution_ids":["https://openalex.org/I4210103375"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.51408134,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"7","issue":"7","first_page":"243","last_page":"258"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.7979000210762024,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.7979000210762024,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.17110000550746918,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.01119999960064888,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/contagion","display_name":"contagion","score":0.7009999752044678},{"id":"https://openalex.org/keywords/financial-crises","display_name":"financial crisis","score":0.9739999771118164},{"id":"https://openalex.org/keywords/crisis-recurrence","display_name":"crisis recurrence","score":0.6940000057220459},{"id":"https://openalex.org/keywords/garch-models","display_name":"GARCH models","score":0.7680000066757202},{"id":"https://openalex.org/keywords/volatility-spillovers","display_name":"volatility spillovers","score":0.652999997138977}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35212934017181396}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2950837083","doi":null,"is_oa":false,"landing_page_url":"https://www.asjp.cerist.dz/en/article/86005","pdf_url":null,"source":{"id":"https://openalex.org/S4306525460","display_name":"recherches \u00e9conomiques","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"recherches \u00e9conomiques","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2907425142","https://openalex.org/W2950233595","https://openalex.org/W2786967827","https://openalex.org/W7162651483","https://openalex.org/W3093173609","https://openalex.org/W2941581720","https://openalex.org/W3164436025","https://openalex.org/W3131706377","https://openalex.org/W7072547636","https://openalex.org/W7055681715"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2019-06-27T00:00:00"}