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Volatility spillover shifts in global financial markets
BenSaïda, Ahmed; Litimi, Houda; Abdallah, Oussama - In: Economic modelling 73 (2018), pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
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Good and bad volatility spillovers : an asymmetric connectedness
BenSaïda, Ahmed - In: Journal of financial markets 43 (2019), pp. 78-95
Persistent link: https://www.econbiz.de/10012316301
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The frequency of regime switching in financial market volatility
BenSaïda, Ahmed - In: Journal of empirical finance 32 (2015), pp. 63-79
Persistent link: https://www.econbiz.de/10011556784
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The shifting dependence dynamics between the G7 stock markets
BenSaïda, Ahmed; Boubaker, Sabri; Nguyen, Duc Khuong - In: Quantitative finance 18 (2018) 5, pp. 801-812
Persistent link: https://www.econbiz.de/10011907944
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Value-at-Risk under Lévy GARCH models : evidence from global stock markets
Slim, Skander; Koubaa, Yosra; BenSaïda, Ahmed - In: Journal of international financial markets, … 46 (2017), pp. 30-53
Persistent link: https://www.econbiz.de/10011745291