Abdelwahed Trabelsi

Finance · 2008–2009

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Abdelwahed Trabelsi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. H. Byström
  3. Jem N. Corcoran
  4. Ramazan Gencay
  5. Alexander J. McNeil
  6. Jürg Hüsler
  7. Niklas Wagner
  8. Robert F. Engle

Who trusts Abdelwahed Trabelsi overall

  1. Pilar Abad
  2. Carmen López
  3. Sonia Benito

Papers from Abdelwahed Trabelsi's perspective

Ordered by how strongly the researchers Abdelwahed Trabelsi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  2. Statistical Inference Using Extreme Order Statistics
  3. Modelling Extremal Events for Insurance and Finance
  4. From value at risk to stress testing : The extreme value approach Franc ß ois
  5. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
  6. Statistics of extremes in hydrology
  7. Extreme value theory and Value-at-Risk: Relative performance in emerging markets
  8. Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes
  9. Extreme Value Theory and Extremely Large Electricity Price Changes
  10. Generalized autoregressive conditional heteroskedasticity

Their papers