Skander Slim

Available identifiers

zbMath Open slim.skanderMaRDI QIDQ1619986

List of research outcomes

Publication	Date of Publication	Type
Value‐at‐risk under market shifts through highly flexible models	2019-05-28	Paper
Statistical analysis of financial time series under the assumption of local stationarity	2019-01-15	Paper
On the source of stochastic volatility: evidence from CAC40 index options during the subprime crisis	2018-11-13	Paper
ON PORTFOLIO SELECTION UNDER EXTREME RISK MEASURE: THE HEAVY-TAILED ICA MODEL	2007-07-18	Paper

Research outcomes over time

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