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Forecasting electricity spot price for Nord Pool market with a hybridk-factor GARMA-LLWNN model

Ben Amor, Souhir; Boubaker, Heni; Belkacem, Lotfi - In: Journal of Forecasting 37 (2018) 8, pp. 832-851

Persistent link: https://www.econbiz.de/10012082005

Interdependence between exchange rates : evidence from multivariate fractional cointegration

Boubaker, Heni; Belkacem, Lotfi - In: International journal of business 15 (2010) 3, pp. 255-270

Persistent link: https://www.econbiz.de/10003993686

Foreign exchange market efficiency : fractional cointegration approach

Belkacem, Lotfi; Meddeb, Zahra el; Boubaker, Heni - In: International journal of business 10 (2005) 3, pp. 285-302

Persistent link: https://www.econbiz.de/10003176641

Forecasting volatility for an optimal portfolio with stylized facts using copulas

Karmous, Aida; Boubaker, Heni; Belkacem, Lotfi - In: Computational economics 58 (2021) 2, pp. 461-482

Persistent link: https://www.econbiz.de/10012615046

Foreign Exchange Market Efficiency : Fractional Cointegration Approach

Belkacem, Lotfi; El Meddeb, Zahra; Boubaker, Heni - 2005

In the present study, we investigate the market weak efficiency hypothesis (MEH) in the case of the Tunisian exchange market. For this aim, we use fractional cointegration tests based essentially on estimation of an error correction bivariate ARFIMA model. The cointegration tests are conducted...

Persistent link: https://www.econbiz.de/10014063076