Work

One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market

Year: 2010

Type: article

Source: International Journal of Financial Services Management

DOI: 10.1504/ijfsm.2010.032433

Authors: Samir Mabrouk, Chaker Aloui

Institution: Manouba University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2091805904

FWCI: 1.672

Cites: 26

Cited by: 23

Related to: 10