Details about Ibrahim Ahamada

Access statistics for papers by Ibrahim Ahamada.

Last updated 2007-08-09. Update your information in the RePEc Author Service.

Short-id: pah36

Journal Articles

2004

1. A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate
   Economics Bulletin, 2004, 3, (4), 1-5 View citations
2. Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density
   Applied Economics, 2004, 36, (10), 1095-1101 View citations
3. Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns
   Applied Economics Letters, 2004, 11, (9), 591-594

2003

4. Erratum to "Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density" [Economics Letters 77 (2002) 177-186]
   Economics Letters, 2003, 78, (2), 293-293
5. Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density
   Economics Bulletin, 2003, 3, (32), 1-7

2002

6. Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density
   Economics Letters, 2002, 77, (2), 177-186 View citations