| Value-at-Risk under Lévy GARCH models: Evidence from global stock markets S Slim, Y Koubaa, A BenSaida Journal of International Financial Markets, Institutions and Money 46, 30-53, 2017 | 50 | 2017 |
| Do investors feedback trade in the Bitcoin—and why? R Karaa, S Slim, JW Goodell, A Goyal, V Kallinterakis The European Journal of Finance, 1-21, 2021 | 32 | 2021 |
| Highly flexible distributions to fit multiple frequency financial returns A BenSaïda, S Slim Physica A: Statistical Mechanics and its Applications 442, 203-213, 2016 | 32 | 2016 |
| Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter? M Dahmene, A Boughrara, S Slim International Review of Economics & Finance 71, 676-699, 2021 | 31 | 2021 |
| The relationship between trading activity and stock market volatility: Does the volume threshold matter? Y Koubaa, S Slim Economic Modelling 82, 168-184, 2019 | 28 | 2019 |
| Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks S Slim, M Dahmene Global Finance Journal 29, 70-84, 2016 | 27 | 2016 |
| Value‐at‐risk under market shifts through highly flexible models A BenSaïda, S Boubaker, DK Nguyen, S Slim Journal of Forecasting 37 (8), 790-804, 2018 | 19 | 2018 |
| The footprints of Russia–Ukraine war on the intraday (in) efficiency of energy markets: a multifractal analysis F Aslam, S Slim, M Osman, I Tabche The Journal of Risk Finance 24 (1), 89-104, 2023 | 15 | 2023 |
| How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence S Slim, M Dahmene, A Boughrara The Quarterly Review of Economics and Finance 76, 22-37, 2020 | 14 | 2020 |
| Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange R Karaa, S Slim, DM Hmaied Research in International Business and Finance 44, 88-99, 2018 | 14 | 2018 |
| Statistical analysis of financial time series under the assumption of local stationarity S Clémençon, S Slim Quantitative Finance 4 (2), 208, 2004 | 12 | 2004 |
| On portfolio selection under extreme risk measure: the heavy-tailed ICA Model S Clémençon, S Slim International Journal of Theoretical and Applied Finance 10 (03), 449-474, 2007 | 11 | 2007 |
| The dynamic relationship between investor attention and stock market volatility: International evidence I Ben El Hadj Said, S Slim Journal of Risk and Financial Management 15 (2), 66, 2022 | 4 | 2022 |
| Trading intensity and informed trading in the tunis stock exchange R Karaa, S Slim, DM Hmaied Emerging Markets and the Global Economy: A Handbook, 2014 | 4 | 2014 |
| The role of trading volume in forecasting market risk S Slim Journal of Financial Risk Management 5 (1), 22-34, 2016 | 2 | 2016 |
| On the source of stochastic volatility: Evidence from CAC40 index options during the subprime crisis S Slim Physica A: Statistical Mechanics and its Applications 463, 63-76, 2016 | 1 | 2016 |
| Portfolio value at risk bounds using extreme value theory S Slim, I Gammoudi, L Belkacem International Journal of Economics and Finance 4 (3), 2012 | 1 | 2012 |
| Forecasting realized volatility of Bitcoin: The informative role of price duration S Slim, I Tabche, Y Koubaa, M Osman, A Karathanasopoulos Journal of Forecasting, 2023 | | 2023 |
| Processus localement stationnaires et valeurs extrêmes: application au choix de portefeuille S Slim Paris 10, 2006 | | 2006 |
