Details about Oussama TILFANI
Access statistics for papers by Oussama TILFANI.
Last updated 2020-08-10. Update your information in the RePEc Author Service.
Jump to Journal Articles
- EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
Journal of Risk and Financial Management, 2020, 13, (5), 1-23
- Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets
Post-Communist Economies, 2020, 32, (1), 77-112
- 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 (1)
- Building multi-scale portfolios and efficient market frontiers using fractal regressions
Physica A: Statistical Mechanics and its Applications, 2019, 532, (C)
- 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
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.