Details about Samir Mabrouk

Access statistics for papers by Samir Mabrouk.

Last updated 2017-04-07. Update your information in the RePEc Author Service.

Short-id: pma1659

Journal Articles

2012

1. Parametric Value-at-Risk analysis: Evidence from stock indices
   The Quarterly Review of Economics and Finance, 2012, 52, (3), 305-321 View citations (20)

2010

2. One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market
   International Journal of Financial Services Management, 2010, 4, (2), 77-94 View citations (9)
3. Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models
   Energy Policy, 2010, 38, (5), 2326-2339 View citations (111)