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~isPartOf:"The journal of risk model validation"
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Belkacem, Lotfi
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Value-at-Risk estimation of energy commodities : a long-memory
GARCH
-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
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2
Value-at-risk bounds for multivariate heavy tailed distribution : an application to the Glosten-Jagannathan-Runkle generalized autoregressive conditional heteroscedasticity model
Gammoudi, Imed
;
El Ghourabi, Mohamed
;
Belkacem, Lotfi
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 49-68
Persistent link: https://www.econbiz.de/10011587684
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