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Risk measure
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stock markets
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financial crisis
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Mighri, Zouheir
3
Mansouri, Fayçal
2
Hewings, Geoffrey
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Jaziri, Raouf
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Mokni, Kahled
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Global business & economics review
1
Journal of quantitative economics
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Journal of risk
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ECONIS (ZBW)
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Long-memory, asymmetry and fat-tailed GARCH models in value-at-risk estimation : empirical evidence from the global real estate markets
Mighri, Zouheir
;
Jaziri, Raouf
- In:
Journal of quantitative economics
21
(
2023
)
1
,
pp. 41-97
Persistent link: https://www.econbiz.de/10014259129
Saved in:
2
Value-at-risk and expected shortfall : a dual long memory framework
Mighri, Zouheir
;
Mansouri, Fayçal
;
Hewings, Geoffrey
- In:
Global business & economics review
16
(
2014
)
4
,
pp. 416-451
Persistent link: https://www.econbiz.de/10010495693
Saved in:
3
Empirical analysis of asymmetric long memory volatility models in value-at-risk estimation
Mighri, Zouheir
;
Mokni, Kahled
;
Mansouri, Fayçal
- In:
Journal of risk
13
(
2010/11
)
1
,
pp. 55-128
Persistent link: https://www.econbiz.de/10008699152
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