Trading Activity-Volatility Relationship on the Tunis Stock Exchange (with Rabaa Karaa and Dorra Mezzez Hmaid). Research in International Business and Finance, 2017, In Press.
Value-at-Risk under Lévy GARCH models : Evidence from global stock markets (withYosra Koubaa and Ahmed BenSaïda). Journal of International Financial Markets, Institutions & Money, 2017, 40, 30–53.
On the source of stochastic volatility : Evidence from CAC40 index options during the subprime crisis. Physica A, 2016, 463, 63-76.
Highly flexible distributions to fit multiple frequency financial returns (with Ahmed BenSaïda). Physica A, 2016, 442, 203-213.
Asymmetric information, volatility components and the volume-volatility relationship for the CAC40 stocks (with Meriam Dahmene). Global Finance Journal, 2016, 29, 70-84.
The role of trading volume in forecasting market risk, Journal of Financial risk Management, 2016, 5, 22-34.
Trading Intensity and Informed Trading in the Tunis Stock Exchange (with Rabaa Karaa and Dorra Mezzez Hmaid). In Emerging Markets and the Global Economy : A Handbook, Edited by Mohamed Arouri, Sabri Boubaker and Duc Khuong Nguyen, Elsevier, 2013, Chapter 9, 179-200.
Portfolio Value at Risk Bounds Using Extreme Value Theory (with Imed Gammoudi and Lotfi Belkacem). International Journal of Economics and Finance, 2012, 4 (3), 204-215.
On Portfolio Selection Under Extreme Risk measure : The Heavy-tailed ICA Model (with Stéphan Clémençon). International Journal of Theoretical and Applied Finance, 2007, 10 (3), 449-474.
Statistical Analysis of Financial Time Series Under the Assumption of Local Stationarity (with Stéphan Clémençon). Quantitative Finance, 2004, 4 (2), 208-220.
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