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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

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Journal Articles


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


  1. 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 Downloads View citations (9)
  2. Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models
    Energy Policy, 2010, 38, (5), 2326-2339 Downloads View citations (107)
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