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 1 2 5 23 1 7 18 97
Herding effect on idiosyncratic volatility in U.S. industries 1 2 6 21 3 6 18 92
Highly flexible distributions to fit multiple frequency financial returns 0 0 0 14 0 1 9 63
Improving the Forecasting Power of Volatility Models 0 0 0 6 0 0 0 62
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach 1 1 6 14 3 7 30 108
The frequency of regime switching in financial market volatility 0 0 1 22 1 1 6 82
The shifting dependence dynamics between the G7 stock markets 0 0 0 5 0 0 5 26
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets 0 1 6 24 0 2 8 88
Value‐at‐risk under market shifts through highly flexible models 0 0 0 2 0 5 10 25
Volatility spillover shifts in global financial markets 0 1 6 30 2 11 28 124
Volume-herding interaction in the American market 0 0 3 32 2 4 23 132
Total Journal Articles 3 7 33 193 12 44 155 899


Statistics updated 2021-11-05