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Details about Heni Boubaker

E-mail:
Workplace:Institut de Préparation à l'Administration et à la Gestion (IPAG) (IPAG Business School), (more information at EDIRC)

Access statistics for papers by Heni Boubaker.

Last updated 2014-11-11. Update your information in the RePEc Author Service.

Short-id: pbo790


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Working Papers

2016

  1. Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach
    Working papers, University of Connecticut, Department of Economics Downloads View citations (3)

2014

  1. How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums ?
    Working Papers, Department of Research, Ipag Business School Downloads View citations (14)
  2. Modelling Return and Volatility of Oil Price using Dual Long Memory Models
    Working Papers, Department of Research, Ipag Business School Downloads View citations (26)
  3. On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach
    Working Papers, Department of Research, Ipag Business School Downloads View citations (12)
  4. Wavelet based Estimation of Time- Varying Long Memory Model with Nonlinear Fractional Integration Parameter
    Working Papers, Department of Research, Ipag Business School Downloads View citations (9)

Journal Articles

2013

  1. Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets
    Computational Economics, 2013, 42, (3), 291-306 Downloads View citations (4)
  2. Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach
    Journal of Banking & Finance, 2013, 37, (2), 361-377 Downloads View citations (35)

2011

  1. A wavelet-based approach for modelling exchange rates
    Statistical Methods & Applications, 2011, 20, (2), 201-220 Downloads View citations (14)
 
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