Details about Wafa Abdelmalek
Access statistics for papers by Wafa Abdelmalek.
Last updated 2023-07-09. Update your information in the RePEc Author Service.
Short-id: pab514
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Journal Articles
Working Papers
2020
- Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility
Papers, arXiv.org
- Dynamic Hedging using Generated Genetic Programming Implied Volatility Models
Papers, arXiv.org
Journal Articles
2022
- On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic
Journal of Risk Finance, 2022, 24, (2), 145-168
2021
- Investor sentiment, realized volatility and stock returns
Review of Behavioral Finance, 2021, 14, (5), 668-700