Biblio

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2010
Fractionally integrated time varying GARCH modelJournal articleAdnen Ben Nasr, Mohamed Boutahar et 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 et Abdelwahed Trabelsi, Energy Economics, Volume 31, Issue 4, pp. 519-530, 2009