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Value-at-risk in frontier markets : adapted models and evidences from two North-African stock exchanges
El-Aroui, Mhamed-Ali; Snoussi, Wafa - In: African finance journal 22 (2020) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012316628
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Duration dependence and mean reversion : an attempt of identification in Tunisian stock market
Bejaoui, Azza; Karaa, Adel; Mahat, Emna - In: The journal of applied business research 31 (2015) 1, pp. 185-196
Persistent link: https://www.econbiz.de/10010502645
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On the impact of long memory on market risk : pre- and post-crisis evidences ; long memory and stock market risk
Ben Sassi, Salim; Bejaoui, Azza - In: Fractal approaches for modeling financial assets and …, (pp. 42-62). 2018
Persistent link: https://www.econbiz.de/10011860757