Ahmed BenSaïda
Finance · 2016–2019
A researcher in the Science corpus: 5 papers; trusts 28 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 87 citations into it; #6,064 of 10,518 by trust here, #5,728 by citations
- Economics and Econometrics — 85 citations into it; #13,180 of 23,481 by trust here, #14,051 by citations
- Statistics and Probability — 10 citations into it
Whom Ahmed BenSaïda trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Andrew J. Patton
- Kristin J. Forbes
- Tim Bedford
- Eric Jondeau
- Andrew Ang
- Kjersti Aas
- Roberto Rigobon
- Francis X. Diebold
- Claudia Czado
- Michael Ehrmann
Who trusts Ahmed BenSaïda overall
Papers from Ahmed BenSaïda's perspective
Ordered by how strongly the researchers Ahmed BenSaïda trusts endorse each paper. Same corpus, a different order for every researcher.
- Asymmetric Correlations of Equity Portfolios
- Generalized autoregressive conditional heteroskedasticity
- MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
- Extreme Correlation of International Equity Markets
- Pair-copula constructions of multiple dependence
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Dynamic Conditional Correlation
- A review of copula models for economic time series
- International Asset Allocation With Regime Shifts
Their papers
- Good and bad volatility spillovers: An asymmetric connectedness (2019) — 155 citations
- The shifting dependence dynamics between the G7 stock markets (2018) — 53 citations
- Volatility spillover shifts in global financial markets (2018) — 112 citations
- The contagion effect in European sovereign debt markets: A regime-switching vine copula approach (2017) — 60 citations
- Herding and excessive risk in the American stock market: A sectoral analysis (2016) — 112 citations