Imed Gammoudi

Imed Gammoudi

Taibah University - Medina / Saudi Arabia
Business & Management / Decision Science and Operations Management
AD Scientific Index ID: 356747
جامعة طيبة
person_outline Imed Gammoudi's MOST POPULAR ARTICLES
1-) A value‐at‐risk computation based on heavy‐tailed distribution for dynamic conditional score modelsM El Ghourabi, A Nani, I GammoudiInternational Journal of Finance & Economics 26 (2), 2790-2799, 202132021
2-) Value-at-risk bounds for multivariate heavy tailed distribution: An application to the Glosten-Jagannathan-Runkle generalized autoregressive conditional heteroscedasticity modelM El Ghourabi, L BelKacemJournal of Risk Model Validation 10 (3), 49-68, 201632016
3-) Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applicationsI Gammoudi, A Nani, M El GhourabiCommunications in Statistics-Simulation and Computation 50 (11), 3338-3363, 202122021
4-) Value-at-risk estimation by LS-SVR and FS-LS-SVR based on GAS modelA Nani, I Gamoudi, M El GhourabiJournal of Applied Statistics, 201922019
5-) Financial stress testing of Tunisian banking sector in worst case scenariosBM Hassene, I Gammoudi, ME GhourabiInternational Journal of Entrepreneurship and Small Business 39 (1-2), 222-232, 202012020