Details about Rabeh Khalfaoui
Access statistics for papers by Rabeh Khalfaoui.
Last updated 2015-07-14. Update your information in the RePEc Author Service.
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- 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 (5)
Also in Working Papers, HAL (2012) View citations (5)
MPRA Paper, University Library of Munich, Germany (2012) View citations (6)
- A time-scale analysis of systematic risk: wavelet-based approach
MPRA Paper, University Library of Munich, Germany View citations (3)
- Estimation of the long memory parameter in non stationary models: A Simulation Study
Working Papers, HAL
- Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis
Energy Economics, 2015, 49, (C), 540-549 View citations (55)