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Details about Oussama TILFANI

Workplace:Université Cadi Ayyad, Faculté des sciences et techniques

Access statistics for papers by Oussama TILFANI.

Last updated 2020-08-10. Update your information in the RePEc Author Service.

Short-id: pti251

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Journal Articles


  1. 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 Downloads
  2. Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets
    Post-Communist Economies, 2020, 32, (1), 77-112 Downloads
  3. Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis
    Post-Communist Economies, 2020, 32, (5), 643-674 Downloads View citations (1)


  1. Building multi-scale portfolios and efficient market frontiers using fractal regressions
    Physica A: Statistical Mechanics and its Applications, 2019, 532, (C) Downloads
  2. 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 Downloads
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