CHAKER ALOUI PDF
Chaker Aloui: current contact information and listing of economic research of this author provided by RePEc/IDEAS. Access statistics for papers by Chaker Aloui. Last updated Update your information in the RePEc Author Service. Short-id: pal View the profiles of professionals named Chaker Aloui on LinkedIn. There are 6 professionals named Chaker Aloui, who use LinkedIn to exchange information.
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A Markov-state switching approach Emerging Markets Review, 123View citations zloui One-day-ahead value-at-risk estimations with dual long-memory models: Do long memory, structural breaks, asymmetry, and fat-tails matter?
Do long memory and asymmetry matter? Instabilities in the relationships and hedging strategies between Is your work missing from RePEc? New evidence from wav A wavelet-windowed cross correlation chxker Physica A: Financial Management – FIN Modelling and forecasting value at risk and expected shortfall fo Multifactor Models of risk and return A wavelet based approach Physica A: There, details are also given on how to add or correct references and citations.
Chaker Aloui | KSU Faculty
More information Research fields, statistics, top rankings, if available. His principal research area is related to theoretical and quantitative finance.
The course objectives are: The wavelet squared coherency approach is applied to daily data To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. Statistical Mechanics and its Applications,CView citations 8 Environment degradation, economic growth and energy consumption nexus: Co-movement between sharia stocks and sukuk in the GCC markets: You can help correct errors and omissions.
His research interests are focused on emerging markets finance, Islamic financial markets, energy finance, volatility forecasting, risk quantification and management in international financial and commodity markets. How do the s differ from the 70s?
Help us Corrections Found an error or omission? Publications Co-movements of GCC emerging stock markets: Asset Management – FIN This author has had 3 papers announced in NEP.
EconPapers: Chaker Aloui
Assessing the effects of crude oil shocks on stock market returns Energy Policy, 383View citations 67 Equity home bias: Derivatives – FIN Skip to main content. To link different chkaer of the same work, where versions have a different title, use this form.
The North American Journal of Economics and Finance, 29CView citations 4 On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: Co-movements of GCC emerging These are the fields, ordered by number of announcements, along with their dates. Details about Chaker Aloui E-mail:.
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