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Ausreißer
ARCH model
7
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Trabelsi, Abdelwahed
5
Ghorbel, Ahmed
3
Ghorbel, Ahmded
1
Marimoutou, Velayoudoum
1
Raggad, Bechir
1
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International journal of managerial and financial accounting
2
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International journal of monetary economics and finance
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ECONIS (ZBW)
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1
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
2
The impact of global financial crisis on the dependence structure of equity markets and on risk management
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
International journal of managerial and financial accounting
5
(
2013
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009730450
Saved in:
3
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
International journal of managerial and financial accounting
4
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009500227
Saved in:
4
Extreme Value Theory and Value at Risk : application to oil market
Marimoutou, Velayoudoum
;
Raggad, Bechir
;
Trabelsi, …
- In:
Energy economics
31
(
2009
)
4
,
pp. 519-530
Persistent link: https://www.econbiz.de/10003867804
Saved in:
5
Predictive performance of conditional extreme value theory in value-at-risk estimation
Ghorbel, Ahmded
;
Trabelsi, Abdelwahed
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10003822451
Saved in:
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