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person:"Trabelsi, Abdelwahed"
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Ausreißer
5
Outliers
5
ARCH model
4
ARCH-Modell
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Risk measure
4
Multivariate Verteilung
3
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3
Oil market
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Trabelsi, Abdelwahed
Einmahl, John H. J.
29
Chen Zhou
23
Herrera, Rodrigo
14
Daouia, Abdelaati
12
Stoja, Evarist
10
Straetmans, Stefan
10
Stupfler, Gilles
10
Haan, Laurens de
8
McAleer, Michael
8
Vries, Casper G. de
8
Acemoglu, Daron
7
Allen, David E.
7
Fabozzi, Frank J.
7
Kumar, Dilip
7
Stoyanov, Stoyan V.
7
Tahbaz-Salehi, Alireza
7
Yang, Fan
7
Beirlant, Jan
6
Bormann, Carsten
6
Giudici, Paolo
6
He, Yi
6
Härdle, Wolfgang
6
Ozdaglar, Asuman E.
6
Schaumburg, Julia
6
Schienle, Melanie
6
Schwaab, Bernd
6
Segers, Johan
6
Stork, Philip
6
Zhang, Xin
6
Zhang, Zhengjun
6
Ahelegbey, Daniel Felix
5
Chernozhukov, Victor
5
Cotter, John
5
Embrechts, Paul
5
Fernández-Villaverde, Jesús
5
Girard, Stéphane
5
Hou, Yanxi
5
Langenbahn, Claus-Michael
5
Levintal, Oren
5
Li, Deyuan
5
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International journal of managerial and financial accounting
2
Economic modelling
1
Energy economics
1
International journal of monetary economics and finance
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ECONIS (ZBW)
5
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1
Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Economic modelling
38
(
2014
),
pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
Saved in:
2
The impact of global financial crisis on the dependence structure of equity markets and on risk management
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
International journal of managerial and financial accounting
5
(
2013
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009730450
Saved in:
3
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
International journal of managerial and financial accounting
4
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009500227
Saved in:
4
Extreme Value Theory and Value at Risk : application to oil market
Marimoutou, Velayoudoum
;
Raggad, Bechir
;
Trabelsi, …
- In:
Energy economics
31
(
2009
)
4
,
pp. 519-530
Persistent link: https://www.econbiz.de/10003867804
Saved in:
5
Predictive performance of conditional extreme value theory in value-at-risk estimation
Ghorbel, Ahmded
;
Trabelsi, Abdelwahed
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10003822451
Saved in:
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