Details about Alan Mustafa

Access statistics for papers by Alan Mustafa.

Last updated 2024-06-14. Update your information in the RePEc Author Service.

Short-id: pmu598

Working Papers

2023

1. A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios
   Papers, arXiv.org

2016

2. A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts
   MPRA Paper, University Library of Munich, Germany View citations (8)
3. Testing for Financial Market Integration of the Chinese Market with the US Market
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2022

1. Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches
   Journal of Economic Studies, 2022, 50, (4), 790-805 View citations (1)

Software Items

2024

1. PYDDOP: Python Module for Determining the Dimension of the Optimal Portfolio
   Statistical Software Components, Boston College Department of Economics

2023

2. PyCPTAM: Python Module for Constructing Portfolios via Two Alternative Methods
   Statistical Software Components, Boston College Department of Economics

2022

3. PMCT2ES: Python Module for Cointegration Tests with Two Endogenous Structural Shifts
   Statistical Software Components, Boston College Department of Economics

2021

4. DASCT01: Gauss Module for estimating Dynamic Asymmetric and Symmetric Causality Tests
   Statistical Software Components, Boston College Department of Economics
5. OPTVTAM: GAUSS module for Option Pricing via Two Alternative Methods
   Statistical Software Components, Boston College Department of Economics
6. PYEOCPS: Python Module for the Evaluation of Options and Calculation of the Price Sensitivities
   Statistical Software Components, Boston College Department of Economics

2020

7. PDBVRAR: GAUSS module to Construct Portfolios via the Maximization of the Risk Adjusted Return
   Statistical Software Components, Boston College Department of Economics View citations (1)

2017

8. HJC: OCTAVE module to Determine the Optimal Lag Order in A VAR Model by Minimizing a New Information Criterion
   Statistical Software Components, Boston College Department of Economics

2016

9. TDICPS: OCTAVE module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with Deterministic Trend Parts
   Statistical Software Components, Boston College Department of Economics View citations (4)