Details about Heni Boubaker
Access statistics for papers by Heni Boubaker.
Last updated 2014-11-11. Update your information in the RePEc Author Service.
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- Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach
Working papers, University of Connecticut, Department of Economics View citations (3)
- How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums ?
Working Papers, Department of Research, Ipag Business School View citations (14)
- Modelling Return and Volatility of Oil Price using Dual Long Memory Models
Working Papers, Department of Research, Ipag Business School View citations (26)
- 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 View citations (12)
- Wavelet based Estimation of Time- Varying Long Memory Model with Nonlinear Fractional Integration Parameter
Working Papers, Department of Research, Ipag Business School View citations (9)
- Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets
Computational Economics, 2013, 42, (3), 291-306 View citations (4)
- 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 View citations (35)
- A wavelet-based approach for modelling exchange rates
Statistical Methods & Applications, 2011, 20, (2), 201-220 View citations (14)
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