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Semiparametric generalized long-memory modeling of some mena stock market returns : a wavelet approach
Boubaker, Heni; Sghaier, Nadia - In: Economic modelling 50 (2015), pp. 254-265
Persistent link: https://www.econbiz.de/10011440563
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Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni - In: Computational economics 46 (2015) 4, pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
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Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
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Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni - In: Computational economics 55 (2020) 2, pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
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A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni - In: Journal of time series econometrics 10 (2018) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
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A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - In: Computational economics 62 (2023) 4, pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593