The following pages link to Skander Slim (Q1619986):
Displaying 4 items.
- On the source of stochastic volatility: evidence from CAC40 index options during the subprime crisis (Q1619987) (← links)
- Statistical analysis of financial time series under the assumption of local stationarity (Q4610227) (← links)
- ON PORTFOLIO SELECTION UNDER EXTREME RISK MEASURE: THE HEAVY-TAILED ICA MODEL (Q5297233) (← links)
- Value‐at‐risk under market shifts through highly flexible models (Q5379280) (← links)
