Details about Ahmed BenSaïda
Access statistics for papers by Ahmed BenSaïda.
Last updated 2019-01-26. Update your information in the RePEc Author Service.
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- The contagion effect in European sovereign debt markets: A regime-switching vine copula approach
International Review of Financial Analysis, 2018, 58, (C), 153-165 View citations (1)
- The shifting dependence dynamics between the G7 stock markets
Quantitative Finance, 2018, 18, (5), 801-812 View citations (2)
- Value‐at‐risk under market shifts through highly flexible models
Journal of Forecasting, 2018, 37, (8), 790-804 View citations (3)
- Volatility spillover shifts in global financial markets
Economic Modelling, 2018, 73, (C), 343-353 View citations (8)
- Herding effect on idiosyncratic volatility in U.S. industries
Finance Research Letters, 2017, 23, (C), 121-132 View citations (2)
- Value-at-Risk under Lévy GARCH models: Evidence from global stock markets
Journal of International Financial Markets, Institutions and Money, 2017, 46, (C), 30-53 View citations (6)
- Herding and excessive risk in the American stock market: A sectoral analysis
Research in International Business and Finance, 2016, 38, (C), 6-21 View citations (10)
- Highly flexible distributions to fit multiple frequency financial returns
Physica A: Statistical Mechanics and its Applications, 2016, 442, (C), 203-213 View citations (5)
- The frequency of regime switching in financial market volatility
Journal of Empirical Finance, 2015, 32, (C), 63-79 View citations (2)
- Volume-herding interaction in the American market
American Journal of Finance and Accounting, 2015, 4, (1), 50-69 View citations (4)
- Improving the Forecasting Power of Volatility Models
International Journal of Academic Research in Accounting, Finance and Management Sciences, 2012, 2, (3), 51-64 View citations (1)
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