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
GARCH-class models estimations and value-at-risk analysis for exchange rate 0 0 0 42 0 0 3 123
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market 0 1 1 40 0 2 3 147
Parametric Value-at-Risk analysis: Evidence from stock indices 0 0 1 67 0 0 6 237
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models 1 4 9 199 3 9 26 535
Volatility Modelling and Parametric Value-At-Risk Forecast Accuracy: Evidence from Metal Products 0 1 2 19 0 4 6 50
Total Journal Articles 1 6 13 367 3 15 44 1,092


Statistics updated 2019-06-03