Mohamed Boutahar

Discipline

Economies et finances (21) Histoire (1) Anthropologie sociale et ethnologie (1)

Type de document

Prépublication (12) Articles (8) Autres (2) Textes imprimés (1) Périodiques (1)

Co-auteur

Date

Source

Mot-clé

Finance (20) Finance (19) Paper (16) papier (15) Memory (12) taux (9) Series (9) temps (durée) (8) modèle (8) Time (8) Example (8) test (6) Dynamics (6) Process (Law) (6) Exchange (6) abords (agglomération) (5) Dynamics (5) Use (5) Analysis (5) Models (5) norme (4) simulation (4) spectacle (4) paramètre (4) Case (4) Modeling (4) Grammar, Comparative and general--Case (4) Examinations (4) Case (4) volatilité (3)

Documents écrit par Mohamed Boutahar (23) | parle de Mohamed Boutahar (0)

A test for the equality of monotone transformations of two random variables
Mohamed Boutahar et al. (2016)
Power of the KPSS test against shift in variance: a further investigation
Ibrahim Ahamada et al. (1 oct. 2012)
Estimation of the long memory parameter in non stationary models: A Simulation Study
Mohamed Boutahar et al. (23 mai 2011)
Long-run relationships between international stock prices: further evidence from fractional cointegration tests
Marcel Aloy et al. (21 févr. 2011)
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?
Marcel Aloy et al. (25 janv. 2011)
The power of some standard tests of stationarity against changes in the unconditional variance
Ibrahim Ahamada et al.
Fractional integration and cointegration in stock prices and exchange rates
Marcel Aloy et al. (2010)
A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach
Mohamed Boutahar et al. (2010)
A fractionally integrated exponential STAR model applied to the US real effective exchange rate
Mohamed Boutahar et al. (22 nov. 2008)
Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model
Mustapha Belkhouja et al. (4 nov. 2008)
A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach
Essahbi Essaadi et al. (23 oct. 2008)
A fractionally integrated exponential STAR model applied to the US real effective exchange rate
Imene Mootamri et al. (24 sept. 2008)
A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10]
Mohamed Boutahar et al. (9 mai 2008)
Chroniques démographiques des naissances : longue mémoire ou changement de régime ?
Ahdi Noomen Ajmi et al. (27 mars 2008)
Varia
Ahdi Noomen Ajmi et al. (27 mars 2008)
A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach
Essahbi Essaadi et al. (2008)
A simple fractionally integrated model with a time-varying long memory parameter dt
Mohamed Boutahar et al. (2008)
A METHODOLOGY FOR DETECTING BREAKS IN THE MEAN AND COVARIANCE STRUCTURE OF TIME SERIES
Mohamed Boutahar et al. (1 sept. 2007)
An exponential FISTAR model applied to the US real effective exchange rate
Mohamed Boutahar et al. (1 juin 2007)
LE CHANGEMENT STRUCTUREL DANS UN ENVIRONNEMENT MÉMOIRE LONGUE
Mohamed Boutahar et al. (1 mars 2007)
Limiting distribution of the least squaresestimates in polynomial regression with longmemory noises
Mohamed Boutahar (1 janv. 2006)
Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density
Ibrahim Ahamada et al. (2004)
Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate
Ibrahim Ahamada et al.