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Yousra, Trichilli ; Sahbi, Gaadane ; Mouna Boujelbne, Abbes ; Afif, Masmoudi. (2025) Behavioural explanations of Expectile VaR forecasting and dynamic hedging strategies for downside risk during the COVID‐19 pandemic: Insights from financial markets.
In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:44-70.
Full description at Econpapers
cites:
Ubukata, A., Yano, Y., Shimamura, H., Yamaguchi, A., Tabuchi, T., & Matsumoto, K. (2013). High growth rate AlGaN buffer layers and atmospheric pressure growth of low carbon GaN for AlGaN/GaN HEMT on the 6‐in‐diameter Si substrate metalorganic vapor phase epitaxy system. Journal of Crystal Growth, 370, 269–272.
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