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New evidence to assess the asset pricing model : an empirical investigation based on Bayesian network
Hachicha, Fatma; Charfi, Sahar; Hachicha, Ahmed - In: Review of Pacific Basin financial markets and policies 23 (2020) 3, pp. 2050021-1-2050021-29
Persistent link: https://www.econbiz.de/10012422509
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Bayesian stochastic volatility predictability of cryptocurrencies with the algorithm of Metropolis Hasting
Hachicha, Fatma; Ghabri, Yosra; Guesmi, Khaled; … - In: Revue Gestion 2000 : management & prospective 39 (2022) 6, pp. 163-186
Persistent link: https://www.econbiz.de/10014306107
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Bayesian estimation of non-Gaussian stochastic volatility models
Elabed, Asma Graja; Masmoudi, Afif - In: Journal of mathematical finance 4 (2014) 2, pp. 95-103
Persistent link: https://www.econbiz.de/10010380909
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Islamic and conventional portfolios optimization under investor sentiment states : Bayesian vs Markowitz portfolio analysis
Trichilli, Yousra; Abbes, Mouna Boujelbène; Masmoudi, Afif - In: Research in international business and finance 51 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012208228