Article

Sampid, Marius and Hasim, Haslifah (2019) 'Forecasting robust value-at-risk estimates: Evidence from UK banks.' Quantitative Finance. ISSN 1469-7688

Sampid, Marius and Hasim, Haslifah (2018) 'Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks.' International Economics, 156. 175 - 192. ISSN 2110-7017

Sampid, Marius and Hasim, Haslifah M and Dai, Hongsheng (2018) 'Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model.' PLoS ONE, 13 (6). ISSN 1932-6203