Sana Braiek

University of Sousse - Laboratory Research for Economy, Management and Quantitative Finance (LaREMFiQ)

Sousse, 4054

Tunisia

SCHOLARLY PAPERS

2

DOWNLOADS

62

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Systemic Risk Contribution in Islamic Equity Markets: CoVaR Based Model

Number of pages: 14 Posted: 24 Jan 2018
Sana Braiek, Rihab Bedoui and Lotfi BelKacem
University of Sousse - Laboratory Research for Economy, Management and Quantitative Finance (LaREMFiQ), University of Sousse - Laboratory Research for Economy, Management and Quantitative Finance (LaREMFiQ) and University of Sousse - Laboratory Research for Economy, Management and Quantitative Finance (LaREMFiQ)
Downloads 40 (445,377)

Abstract:

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Quantile Regression, CoVaR, ∆CoVaR, Islamic Equity Markets

2.

How Long Memory Affects True Dependence Structure? Evidence From the Dow Jones Islamic Sub-indexes

Number of pages: 20 Posted: 19 Jan 2018
Sana Braiek, Rihab Bedoui and Lotfi BelKacem
University of Sousse - Laboratory Research for Economy, Management and Quantitative Finance (LaREMFiQ), University of Sousse - Laboratory Research for Economy, Management and Quantitative Finance (LaREMFiQ) and University of Sousse - Laboratory Research for Economy, Management and Quantitative Finance (LaREMFiQ)
Downloads 22 (535,268)

Abstract:

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R-vine Copula, Dow Jones Islamic Sector Indexes, Long Memory, Dependence Structure