• NON-DETERMINISTIC MODELING USING QUANTILE REGRESSION 

      AL ABDULLA, AMEENA H. (06-2 , Master Thesis)
      In this thesis, we utilize quantile regression to model the conditional quantile of the dependent variable given independent variables to capture more details about the conditional distribution. In addition, we apply the ...
    • On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic 

      Abdelmalek, Wafa; Benlagha, Noureddine ( Emerald Publishing , 2022 , Article)
      Purpose: This study aims to investigate the safe-haven and hedging properties of Bitcoin against a wide variety of conventional assets before and during the coronavirus disease 2019 (COVID-19) pandemic. Design/methodolog ...