Details about Heni Boubaker

Access statistics for papers by Heni Boubaker.

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

Short-id: pbo790

Working Papers

2020

1. Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting
   Working papers, University of Connecticut, Department of Economics

2016

2. Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach
   Working papers, University of Connecticut, Department of Economics View citations (4)

2014

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 (15)
4. Modelling Return and Volatility of Oil Price using Dual Long Memory Models
   Working Papers, Department of Research, Ipag Business School View citations (26)
5. 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 (13)
6. 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)

Journal Articles

2013

1. Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets
   Computational Economics, 2013, 42, (3), 291-306 View citations (5)
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 View citations (64)

2011

3. A wavelet-based approach for modelling exchange rates
   Statistical Methods & Applications, 2011, 20, (2), 201-220 View citations (21)