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A comparative study of two models SV with MCMC algorithm
Hachicha, Ahmed; Hachicha, Fatma; Masmoudi, Afif - In: Review of quantitative finance and accounting 38 (2012) 4, pp. 479-493
Persistent link: https://www.econbiz.de/10009574060
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Herding behavior in exploring the predictability of price clustering in cryptocurrency market
Hachicha, Fatma; Masmoudi, Afif; Abid, Ilyes; Obeid, Hassan - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014526672
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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