Details about Rabeh Khalfaoui

Access statistics for papers by Rabeh Khalfaoui.

Last updated 2015-07-14. Update your information in the RePEc Author Service.

Short-id: pkh193

Working Papers

2012

1. Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis
   AMSE Working Papers, Aix-Marseille School of Economics, France View citations (7)
   Also in Working Papers, HAL (2012) View citations (7)
   MPRA Paper, University Library of Munich, Germany (2012) View citations (7)

2011

2. A time-scale analysis of systematic risk: wavelet-based approach
   MPRA Paper, University Library of Munich, Germany View citations (5)
3. Estimation of the long memory parameter in non stationary models: A Simulation Study
   Working Papers, HAL View citations (1)

Journal Articles

2015

1. Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis
   Energy Economics, 2015, 49, (C), 540-549 View citations (151)