Access Statistics for Samir Mabrouk

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
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market 0 0 1 40 0 0 2 147
Parametric Value-at-Risk analysis: Evidence from stock indices 0 1 1 68 0 2 5 239
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models 0 2 11 201 0 4 27 539
Volatility Modelling and Parametric Value-At-Risk Forecast Accuracy: Evidence from Metal Products 0 0 1 19 2 3 8 53
Total Journal Articles 0 3 14 328 2 9 42 978


Statistics updated 2019-09-09