University of Sousse - Laboratory Research for Economy, Management and Quantitative Finance (LaREMFiQ)
Risk Management, Extreme Value Theory, Non-linear Models, Backtesting, Stock Market Index
Precious Metals, G-7 Stock Markets, Vine Copulas, Hedge, Safe Haven, Diversification
Quantile Regression, CoVaR, ∆CoVaR, Islamic Equity Markets
R-vine Copula, Dow Jones Islamic Sector Indexes, Long Memory, Dependence Structure
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File name: SSRN-id3128806.pdf
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loss distribution approach (LDA), human-made catastrophes, natural catastrophes, Neyman–Scott process, operational risk, temporal clustering
File name: SSRN-id3218968.pdf
chaos, Lyapunov exponent, market risk, neural network, nonlinear dynamics
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