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 1 3 15 80
Herding effect on idiosyncratic volatility in U.S. industries 0 1 7 16 1 7 30 79
Highly flexible distributions to fit multiple frequency financial returns 0 1 3 14 2 5 14 58
Improving the Forecasting Power of Volatility Models 0 0 0 6 0 0 1 62
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach 0 2 4 10 3 10 28 85
The frequency of regime switching in financial market volatility 0 0 4 21 0 1 10 76
The shifting dependence dynamics between the G7 stock markets 0 0 1 5 1 1 4 22
Value-at-Risk under Lévy GARCH models: Evidence from global stock markets 0 1 2 19 0 5 16 82
Value‐at‐risk under market shifts through highly flexible models 0 0 0 2 0 2 8 15
Volatility spillover shifts in global financial markets 1 4 11 26 2 6 34 100
Volume-herding interaction in the American market 0 0 7 29 1 4 25 113
Total Journal Articles 1 9 40 166 11 44 185 772


Statistics updated 2021-01-03