Amel Hedhli

PhD in quantitative methods

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.

About me

Let me introduce myself

Profile

Complete name:

Amel Hedhli

Phone number:

+216 95 826 391

Website:

www.amelhedhli.com

E-mail:

amel.hedhli@gmail.com

RESEARCH INTERESTS

Volatility modeling
Extreme value theory
Risk measures
Portfolio optimization

Quote

I'm a greater believer in luck, and I find the harder I work the more I have of it

Thomas Jefferson

Resume

More about my past
  • Education

  • PhD
    2019

  • Master Thesis
    2007-2008

    Financial Markets and Economic systems forecast at higher institute of management of Tunis, Tunis University 

  • Master's Degree in finance
    2002-2006

  • High School Diploma
    2001-2002

  • Employment

  • Teacher researcher associate
    2019 - now

    The Private Higher School of Engineering and Technology (Esprit)
    (Applied Statistics, Mathematics)

  • Teacher
    2010-2015

    Faculty of law sciences, Economic sciences and Management, Jendouba University
    (Applied Statistics, Mathematics)

  • Teacher
    2009-2010

    Faculty of law sciences, Economic sciences and Management, Jendouba University
    (Applied Statistics, Mathematics, Operations Research)

  • Teacher-researcher
    2009-2010

    I.S.E.T Béja
    (Mathematics)

Publications

My latest news

Macroeconomics and Finance in Emerging Market Economies

Financial fluctuations in the Tunisian repressed market context: a Markov-switching–GARCH approach
Read more

Published online: | 10 Apr 2013

Applied Financial Economics

Dynamic dependencies between the Tunisian stock market and other international stock markets: GARCH-EVT-Copula approach
Read more

Published online: | 02 Jun 2014

Forecasting volatility

"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.

Presented: | 21 May 2015

The Quarterly Review of Economics and Finance

Revisiting the accuracy of standard VaR methods for risk assessment: Using the Copula–EVT multidimensional approach for stock markets in the MENA region
Read more

Published online: | 5 October 2020