1. Home
  2. Biblio

Biblio

Found 2 results
Filters: Author is Abdelwahed Trabelsi  [Clear All Filters]
2010
Fractionally integrated time varying GARCH modelJournal articleAdnen Ben Nasr, Mohamed Boutahar and Abdelwahed Trabelsi, Statistical Methods & Applications, Volume 19, Issue 3, pp. 399-430, 2010
2009
Extreme Value Theory and Value at Risk: Application to oil marketJournal articleVêlayoudom Marimoutou, Bechir Raggad and Abdelwahed Trabelsi, Energy Economics, Volume 31, Issue 4, pp. 519-530, 2009