Heni Boubaker

Economics and Econometrics · 2013–2017

A researcher in the Science corpus: 3 papers; trusts 33 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Heni Boubaker trusts overall

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

  1. Robert F. Engle
  2. Christian Genest
  3. Andrew Ang
  4. F. Longin
  5. Philipp Hartmann
  6. Michel Beine
  7. Stanislav Uryasev
  8. R. Tyrrell Rockafellar
  9. Eric Jondeau
  10. Georg Ch. Pflug

Who trusts Heni Boubaker overall

  1. Aktham Issa Maghyereh
  2. B. Awartani
  3. Hussein Abdoh
  4. Huiming Zhu

Papers from Heni Boubaker's perspective

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

  1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  2. Extreme Correlation of International Equity Markets
  3. International Asset Allocation With Regime Shifts
  4. Generalized autoregressive conditional heteroskedasticity
  5. Asymmetric Correlations of Equity Portfolios
  6. Dynamic Conditional Correlation
  7. Optimization of conditional value-at risk
  8. Asset Market Linkages in Crisis Periods (Review of Economics and Statistics)
  9. Dependence patterns across financial markets: a mixed copula approach
  10. (IAM Series No 001) On the Out-Of-Sample Importance of Skewness and Asymetric Dependence for Asset Allocation

Their papers