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Journal of Forecasting
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Value-at-risk under market shifts through highly flexible models
BenSaïda, Ahmed
;
Boubaker, Sabri
;
Nguyen, Duc Khuong
; …
- In:
Journal of Forecasting
37
(
2018
)
8
,
pp. 790-804
Persistent link: https://www.econbiz.de/10012081973
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2
Does geographic location matter to stock return predictability?
Boubaker, Sabri
;
Chkir, Imed
;
Chourou, Lamia
;
Saadi, Samir
- In:
Journal of Forecasting
38
(
2018
)
4
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012082017
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