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A smooth transition long-memory model
Aloy, Marcel; Dufrénot, Gilles; Tong, Charles Lai; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 281-296
Persistent link: https://www.econbiz.de/10010118272
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A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-242
Persistent link: https://www.econbiz.de/10007988799
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A comparison of the power of some tests for conditional heteroscedasticity
Peguin-Feissolle, Anne - In: Economics letters 63 (1999) 1, pp. 5-18
Persistent link: https://www.econbiz.de/10006785924
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Modelling squared returns using a SETAR model with long-memory dynamics
Dufrenot, Gilles; Guegan, Dominique; Peguin-Feissolle, Anne - In: Economics letters 86 (2005) 2, pp. 237-244
Persistent link: https://www.econbiz.de/10006748986
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A Test for Conditional Heteroskedasticity Based on Artificial Neural Networks
Caulet, Renaud; Peguin-Feissolle, Anne - In: Annales d'économie et de statistique (2000) 59, pp. 177-198
Persistent link: https://www.econbiz.de/10007920206
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Structural change in tail behaviour and the recent financial crisis
Raggad, Bechir; Boutahar, Mohamed - In: International journal of monetary economics and finance 5 (2012) 3, pp. 277-298
Persistent link: https://www.econbiz.de/10010077367
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Long-run relationships between international stock prices: further evidence from fractional cointegration tests
Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Applied economics 45 (2013) 7, pp. 817-828
Persistent link: https://www.econbiz.de/10010053385
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Structural Change and Long Memory in the Dynamic of U.S. Inflation Process
Belkhouja, Mustapha; Boutahar, Mohamed - In: Computational economics 34 (2009) 2, pp. 195
Persistent link: https://www.econbiz.de/10008286007
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Which Econometric Specification to Characterize the U.S. Inflation Rate Process?
Boutahar, Mohamed; Gbaguidi, David - In: Computational economics 34 (2009) 2, pp. 145-172
Persistent link: https://www.econbiz.de/10008286009
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A fractionally integrated exponential STAR model applied to the US real effective exchange rate
Boutahar, Mohamed; Mootamri, Imène; Péguin-Feissolle, Anne - In: Economic modelling 26 (2009) 2, pp. 335-341
Persistent link: https://www.econbiz.de/10008170440