I am teaching and research associate in quantitative methods at the The Private Higher School of Engineering and Technology (Esprit). My research focus on extreme value theory and financial risk management.
Amel Hedhli
+216 95 826 391
www.amelhedhli.com
amel.hedhli@gmail.com
I'm a greater believer in luck, and I find the harder I work the more I have of it
Financial Markets and Economic systems forecast at higher institute of management of Tunis, Tunis University
The Private Higher School of Engineering and Technology (Esprit)
(Applied Statistics, Mathematics)
Faculty of law sciences, Economic sciences and Management, Jendouba University
(Applied Statistics, Mathematics)
Faculty of law sciences, Economic sciences and Management, Jendouba University
(Applied Statistics, Mathematics, Operations Research)
I.S.E.T Béja
(Mathematics)
Financial fluctuations in the Tunisian repressed market context: a Markov-switching–GARCH approach
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Dynamic dependencies between the Tunisian stock market and other international stock markets: GARCH-EVT-Copula approach
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"Forecasting volatility: An empirical study of stock market returns using GARCH-EVT-Copula approach" Paper presented at the twenty second International conference, Forecasting financial markets; advances for exchange rates, interest rates and asset management, 20-21-22 May 2015, Rennes, France.
Revisiting the accuracy of standard VaR methods for risk assessment: Using the Copula–EVT multidimensional approach for stock markets in the MENA region
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