Details about Oussama TILFANI

Access statistics for papers by Oussama TILFANI.

Last updated 2023-06-09. Update your information in the RePEc Author Service.

Short-id: pti251

Journal Articles

2022

1. Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression
   Physica A: Statistical Mechanics and its Applications, 2022, 588, (C) View citations (3)

2021

2. Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients
   Econometric Research in Finance, 2021, 6, (1), 57-75 View citations (1)
3. Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient
   Empirical Economics, 2021, 60, (3), 1127-1156 View citations (12)

2020

4. EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
   JRFM, 2020, 13, (5), 1-23 View citations (6)
5. Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets
   Post-Communist Economies, 2020, 32, (1), 77-112 View citations (2)
6. Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis
   Post-Communist Economies, 2020, 32, (5), 643-674 View citations (7)

2019

7. Building multi-scale portfolios and efficient market frontiers using fractal regressions
   Physica A: Statistical Mechanics and its Applications, 2019, 532, (C) View citations (3)
8. Multifractal Analysis of African Stock Markets During the 2007–2008 US Crisis
   Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2019, 22, (04), 1-31 View citations (1)