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Telmoudi, Fedya’ AUTHOR PAGE
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E-Mail: fedya.telmoudi@laposte.net
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Employer: LARODEC
Company: High Institute of Management
Affiliation: University of Tunis
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Consistent Estimation of the Value-at-Risk when the Error Distribution of the Volatility Model is Misspecified 2013
el Ghourabi, Mohamed
Francq, C_hristian
Telmoudi, Fedya
 
A two-step approach for conditional Value at Risk (VaR) estimation is considered. In the first step, a generalized-quasi-maximum likelihood estimator ...
A Hybrid Approach for Predicting Value at Risk Estimation 2012
el Ghourabi, Mohamed
Dridi, Amira
Telmoudi, Fedya
 
Financial crises are perceived as shocking events, several researchers concentrated on the identification of stressed and stable periods in order to t...
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