EconPapers    
Economics at your fingertips  
 

Details about Rabeh Khalfaoui

E-mail:

Access statistics for papers by Rabeh Khalfaoui.

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

Short-id: pkh193


Jump to Journal Articles

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 Downloads View citations (5)
    Also in Working Papers, HAL (2012) Downloads View citations (5)
    MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (6)

2011

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

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 Downloads View citations (55)
 
Page updated 2020-02-17