Ahmed BenSaïda

LaREMFiQ - IHEC

Dr.

B.P. 40, Route de la ceinture

Sahloul 2

Sousse, 4054

Tunisia

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 36,476

SSRN RANKINGS

Top 36,476

in Total Papers Downloads

1,280

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Using the Lyapunov Exponent as a Practical Test for Noisy Chaos

Number of pages: 38 Posted: 15 Mar 2007
Ahmed BenSaïda
LaREMFiQ - IHEC
Downloads 1,010 (22,580)
Citation 2

Abstract:

Loading...

2.

Refining the Distribution of GARCH Models: Application to Stock Indexes Returns

Number of pages: 19 Posted: 12 Apr 2007
Ahmed BenSaïda
LaREMFiQ - IHEC
Downloads 270 (118,688)

Abstract:

Loading...

generalized t, GARCH, forecast, simulation, index return

3.

Chaotic Behavior in Financial Market Volatility

Journal of Risk, Forthcoming
Number of pages: 27 Posted: 31 Jul 2018
Independent, LaREMFiQ - IHEC, University of Sousse - Laboratory Research for Economy, Management and Quantitative Finance (LaREMFiQ) and Independent
Downloads 0 (698,711)
  • Add to Cart

Abstract:

Loading...

chaos, Lyapunov exponent, market risk, neural network, nonlinear dynamics