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Modeling the crude oil volatility : Garch & EVT

Azar, Milad Fouad (Notre Dame University-Louaize, 2018-04)
Volatility and value at risk : crypto versus Fiat currencies

El Chidiac, Johnny (Notre Dame University-Louaize, 2019)
Modeling the volatility and value at risk of cryptocurrencies and fiat currencies using GARCH models

Haddad, Omar (Notre Dame University-Louaize, 2020-05)
Applying volatility and EVT models to U.S., Chinese and Russian stock markets

Maalouf, Nisrine Elias (Notre Dame University-Louaize., 2019)

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- Exponentially weighted moving average (4)
- GARCH model (3)
- Bitcoin (2)
- Capital market (1)
- Cryptocurrencies (1)
- Currency question (1)
- Financial risk management (1)
- Markets--China (1)
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