Access Statistics for Ahmed BenSaïda

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Herding and excessive risk in the American stock market: A sectoral analysis 0 0 1 18 2 4 16 75
Herding effect on idiosyncratic volatility in U.S. industries 0 0 6 15 2 4 24 68
Highly flexible distributions to fit multiple frequency financial returns 0 0 3 13 1 1 13 53
Improving the Forecasting Power of Volatility Models 0 0 0 6 0 0 6 61
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach 0 1 2 8 6 7 26 74
The frequency of regime switching in financial market volatility 0 2 5 21 1 4 12 75
The shifting dependence dynamics between the G7 stock markets 0 0 0 4 0 1 7 20
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets 0 0 1 18 0 3 15 77
Value‐at‐risk under market shifts through highly flexible models 0 0 0 2 0 3 7 13
Volatility spillover shifts in global financial markets 1 2 10 22 1 5 43 93
Volume-herding interaction in the American market 0 2 7 29 0 9 24 108
Total Journal Articles 1 7 35 156 13 41 193 717


Statistics updated 2020-09-04