Abdelwahed Trabelsi: search on Z-Library

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1

Extreme Value Theory and Value at Risk: Application to oil market

Velayoudoum Marimoutou, Bechir Raggad, Abdelwahed Trabelsi

Journal:

Energy Economics

Year:

2009

Language:

english

File:

PDF, 877 KB

english, 2009

2

Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier

Ben Salah, Hanene, Chaouch, Mohamed, Gannoun, Ali, de Peretti, Christian, Trabelsi, Abdelwahed

Journal:

Annals of Operations Research

Year:

2016

Language:

english

File:

PDF, 894 KB

english, 2016

3

Correlation asymmetry and implication on hedging

Trabelsi, Abdelwahed, Ennabli, Asma

Journal:

International Journal of Financial Markets and Derivatives

Year:

2017

File:

PDF, 706 KB

2017

4

Energy portfolio risk management using time-varying extreme value copula methods

Ghorbel, Ahmed, Trabelsi, Abdelwahed

Journal:

Economic Modelling

Year:

2014

Language:

english

File:

PDF, 1.49 MB

english, 2014

5

Detection of Information Flow in Major International Financial Markets by Interactivity Network Analysis

Abdelwahab Allali, Amor Oueslati, Abdelwahed Trabelsi

Journal:

Asia-Pacific Financial Markets

Year:

2011

Language:

english

File:

PDF, 842 KB

english, 2011

6

Benchmarking of Economic Time Series

Hillmer, Steven C., Trabelsi, Abdelwahed

Journal:

Journal of the American Statistical Association

Year:

1987

Language:

english

File:

PDF, 785 KB

english, 1987

7

Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models

Ghorbel, Ahmed, Trabelsi, Abdelwahed

Journal:

International Journal of Managerial and Financial Accounting

Year:

2012

Language:

english

File:

PDF, 340 KB

english, 2012

8

[IEEE 2014 Science and Information Conference (SAI) - London, UK (2014.8.27-2014.8.29)] 2014 Science and Information Conference - RTSVM: Real time support vector machines

Ben Rejab, Fahmi, Nouira, Kaouther, Trabelsi, Abdelwahed

Year:

2014

Language:

english

File:

PDF, 261 KB

english, 2014

9

A Benchmarking Approach to Forecast Combination

Abdelwahed Trabelsi and Steven C. Hillmer

Journal:

Journal of Business and Economic Statistics

Year:

1989

Language:

english

File:

PDF, 384 KB

english, 1989

10

Predictive performance of conditional Extreme Value Theory in Value-at-Risk estimation

Ghorbel, Ahmed, Trabelsi, Abdelwahed

Journal:

International Journal of Monetary Economics and Finance

Year:

2008

Language:

english

File:

PDF, 462 KB

english, 2008

11

Bench-Marking Time Series with Reliable Bench-Marks

Abdelwahed Trabelsi and Steven C. Hillmer

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

1990

Language:

english

File:

PDF, 1.09 MB

english, 1990

12

On convergence of the utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure

Abdelwahed, Imen Ben, Trabelsi, Faouzi

Journal:

International Journal of Mathematics in Operational Research

Year:

2015

Language:

english

File:

PDF, 441 KB

english, 2015

13

The Determinants of Risk Premia in Forward Foreign Exchange (FX) Markets

Chouikh, Aziz, Trabelsi, Abdelwahed

Journal:

International Journal of Financial Research

Year:

2014

File:

PDF, 246 KB

2014

14

Modeling preference evolution in discrete choice models: A Bayesian state-space approach

Mohamed Lachaab, Asim Ansari, Kamel Jedidi, Abdelwahed Trabelsi

Journal:

Quantitative Marketing and Economics

Year:

2006

Language:

english

File:

PDF, 419 KB

english, 2006

15

Combined effects of salinity and phosphorus availability on growth, gas exchange, and nutrient status of Catapodium rigidum

Talbi Zribi, Ons, Slama, Ines, Trabelsi, Najla, Hamdi, Abdelwahed, Smaoui, Abderrazak, Abdelly, Chedly

Journal:

Arid Land Research and Management

Year:

2018

Language:

english

File:

PDF, 837 KB

english, 2018

16

Aeluropus littoralis maintains adequate gas exchange, pigment composition and phenolic contents under combined effects of salinity and phosphorus deficiency

Zribi, Ons Talbi, Hessini, Kamel, Trabelsi, Najla, Zribi, Fethia, Hamdi, Abdelwahed, Ksouri, Riadh, Abdelly, Chedly

Journal:

Australian Journal of Botany

Year:

2017

Language:

english

File:

PDF, 302 KB

english, 2017

17

A Polynomial Method for Temporal Disaggregation of Multivariate Time Series

Zaier, Leila Hedhili, Trabelsi, Abdelwahed

Journal:

Communications in Statistics - Simulation and Computation

Year:

2007

Language:

english

File:

PDF, 219 KB

english, 2007

18

A Hybrid ARIMA and Artificial Neural Networks Model to Forecast Air Quality in Urban Areas: Case of Tunisia

Samia, Ayari, Kaouther, Nouira, Abdelwahed, Trabelsi

Journal:

Advanced Materials Research

Year:

2012

Language:

english

File:

PDF, 677 KB

english, 2012

19

Intelligent Monitoring System for Intensive Care Units

Kaouther Nouira, Abdelwahed Trabelsi

Journal:

Journal of Medical Systems

Year:

2012

Language:

english

File:

PDF, 376 KB

english, 2012

20

[AIP FUNDAMENTAL AND APPLIED SPECTROSCOPY: Second International Spectroscopy Conference, ISC 2007 - ()] AIP Conference Proceedings - Si(Li) detector parameters optimization using efficiency calibration

Haifa, Ben Abdelwahed, Omrane, Kadri, Adel, Trabelsi, Telmini, Mourad, Mliki, Najeh Thabet, Sediki, Ezeddine

Year:

2007

Language:

english

File:

PDF, 564 KB

english, 2007

21

Benchmarking of Economic Time Series

Steven C. Hillmer and Abdelwahed Trabelsi

Journal:

Journal of the American Statistical Association

Year:

1987

Language:

english

File:

PDF, 1.02 MB

english, 1987

22

[IEEE 2014 Second World Conference on Complex Systems (WCCS) - Agadir, Morocco (2014.11.10-2014.11.12)] 2014 Second World Conference on Complex Systems (WCCS) - Incremental real time support vector machines for health monitoring system

Ben Rejab, Fahmi, Nouira, Kaouther, Trabelsi, Abdelwahed

Year:

2014

Language:

english

File:

PDF, 520 KB

english, 2014

23

The impact of global financial crisis on the dependence structure of equity markets and on risk management

Ghorbel, Ahmed, Trabelsi, Abdelwahed

Journal:

International Journal of Managerial and Financial Accounting

Year:

2013

Language:

english

File:

PDF, 1.36 MB

english, 2013

24

[IEEE 2006 8th international Conference on Signal Processing - Guilin, China (2006.11.16-2006.11.20)] 2006 8th international Conference on Signal Processing - Time Series Analysis and Outlier Detection in Intensive Care Data

Nouira, Kaouther, Trabelsi, Abdelwahed

Year:

2006

Language:

english

File:

PDF, 89 KB

english, 2006

25

A Nonlinear Approach for Modeling and Forecasting US Business Cycles

Bouali, Meriam, Ben Nasr, Adnen, Trabelsi, Abdelwahed

Journal:

International Economic Journal

Year:

2012

Language:

english

File:

PDF, 607 KB

english, 2012

26

Fractionally integrated time varying GARCH model

Adnen Ben Nasr, Mohamed Boutahar, Abdelwahed Trabelsi

Journal:

Statistical Methods & Applications

Year:

2010

Language:

english

File:

PDF, 481 KB

english, 2010

27

Markov Switching and State-Space Approaches for Investigating the Link between Egyptian Inflation Level and Uncertainty

Achour, Maha, Trabelsi, Abdelwahed

Journal:

Review of Middle East Economics and Finance

Year:

2011

Language:

english

File:

PDF, 382 KB

english, 2011

28

Analysis and prediction of $$\mathrm{PM}_{10}$$ PM 10 concentration levels in Tunisia using statistical learning approaches

Ben Ishak, Anis, Moslah, Zaineb, Trabelsi, Abdelwahed

Journal:

Environmental and Ecological Statistics

Year:

2016

Language:

english

File:

PDF, 769 KB

english, 2016

29

A Benchmarking Approach to Forecast Combination

Trabelsi, Abdelwahed, Hillmer, Steven C.

Journal:

Journal of Business and Economic Statistics

Year:

1989

Language:

english

File:

PDF, 826 KB

english, 1989

30

[IEEE 2013 International Conference on Technological Advances in Electrical, Electronics and Computer Engineering (TAEECE) - Konya, Turkey (2013.05.9-2013.05.11)] 2013 The International Conference on Technological Advances in Electrical, Electronics and Computer Engineering (TAEECE) - On the use of the incremental support vector machines for monitoring systems in intensive care unit

Ben Rejab, Fahmi, Nouira, Kaouther, Trabelsi, Abdelwahed

Year:

2013

Language:

english

File:

PDF, 1.00 MB

english, 2013

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