|
Notes, Comments and Preliminary results |
| Dec 09 2011 |
Wafa Snoussi and Mhamed ali El-aroui |
| |
Impact of Returns Time Dependency on the Estimation of Extreme Market Risk |
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Abstract Contact Information Citation Full Text - Note |
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Research announcements |
| Mar 05 2010 |
wafa amor snoussi and Mhamed-Ali El-Aroui |
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Comparing value-at-risk semi-parametric estimators
from serial dependent nancial data |
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Manuscript Available |
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Abstract Contact Information Citation Full Announcement - Research Announcement |
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Conference announcements |