Bechir Raggad

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 12 citations into it; #18,172 of 23,481 by trust here, #20,008 by citations
• Finance — 12 citations into it; #8,353 of 10,518 by trust here, #8,598 by citations

Whom Bechir Raggad trusts overall

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

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

Who trusts Bechir Raggad overall

1. Pilar Abad

Papers from Bechir Raggad's perspective

Ordered by how strongly the researchers Bechir Raggad 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. Generalized autoregressive conditional heteroskedasticity
3. Statistical Inference Using Extreme Order Statistics
4. Modelling Extremal Events for Insurance and Finance
5. High volatility, thick tails and extreme value theory in value-at-risk estimation
6. From value at risk to stress testing : The extreme value approach Franc ß ois
7. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
8. Statistics of extremes in hydrology
9. Extreme value theory and Value-at-Risk: Relative performance in emerging markets
10. Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes

Their papers

• Extreme Value Theory and Value at Risk : Application to Oil Market (2009) — 230 citations