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Multivariate Verteilung
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Ghorbel, Ahmed
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Bitcoin, VIX futures and CDS : a triangle for hedging the international equity portfolios
Zghal, Rania
;
Ghorbel, Ahmed
- In:
International journal of emerging markets
17
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012886357
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2
Commodity sectors and emerging stock markets : is there any risk transmission?
Ghallabi, Fahmi
;
Ghorbel, Ahmed
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
15
(
2025
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10015326185
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3
Measuring risk transmission between international oil and islamic stock markets : a comparative analysis with the gold markets
Ghallabi, Fahmi
;
Ghorbel, Ahmed
;
Kumar, Satish
;
Arshian …
- In:
International review of economics & finance : IREF
95
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015143891
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4
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
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5
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
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6
Design process improvement through the DMAIC Sigma approach : a wood consumption case study
Sadraoui, Tarek
;
Ghorbel, Ahmed
- In:
International journal of productivity and quality …
7
(
2011
)
2
,
pp. 229-262
Persistent link: https://www.econbiz.de/10008938077
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7
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
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8
Measure of financial risk using conditional extreme value copulas with EVT margins
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 51-85
Persistent link: https://www.econbiz.de/10003881605
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9
The conditional dependence structure of banking sector credit default swap indices
Zghal, Rania
;
Ghorbel, Ahmed
;
Triki, Mohamed Wajdi
- In:
International journal of financial markets and derivatives
4
(
2015
)
3/4
,
pp. 273-298
Persistent link: https://www.econbiz.de/10011546011
Saved in:
10
Copula model dependency between oil prices and stock markets : evidence from Tunisia and Egypt
Hamma, Wajdi
;
Ghorbel, Ahmed
;
Jarboui, Anis
- In:
American journal of finance and accounting
5
(
2018
)
2
,
pp. 111-150
Persistent link: https://www.econbiz.de/10011966793
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