Narrow search
Showing 1 - 10 of 13
Cover Image
Modelling inflation shifts and persistence in Tunisia : perspectives from an evolutionary spectral approach
Ftiti, Zied; Guesmi, Khaled; Nguyen, Duc Khuong; … - In: Applied economics 47 (2015) 55/57, pp. 6200-6210
Persistent link: https://www.econbiz.de/10011381288
Cover Image
Commodity price correlation and time varying hedge ratios
Lahiani, Amine; Guesmi, Khaled - In: The journal of applied business research 30 (2014) 4, pp. 1053-1061
Persistent link: https://www.econbiz.de/10010400627
Cover Image
Tests of financial market contagion : evolutionary cospectral analysis v.s. wavelet analysis
Ftiti, Zied; Tiwari, Aviral Kumar; Belanès, Amél; … - 2014
Persistent link: https://www.econbiz.de/10010430696
Cover Image
Tests of financial market contagion : evolutionary cospectral analysis versus wavelet analysis
Ftiti, Zied; Tiwari, Aviral Kumar; Belanès, Amél; … - In: Computational economics 46 (2015) 4, pp. 575-611
Persistent link: https://www.econbiz.de/10011478891
Cover Image
Bitcoin and liquidity risk diversification
Ghabri, Yosra; Guesmi, Khaled; Zantour, Ahlem - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819160
Cover Image
On the study of conditional dependence structure between oil, gold and USD exchange rates
Bedoui, Rihab; Braeik, Sana; Goutte, Stéphane; Guesmi, … - In: International review of financial analysis 59 (2018), pp. 134-146
Persistent link: https://www.econbiz.de/10012006932
Cover Image
Hedging and diversification across commodity assets
Abid, Ilyes; Dhaoui, Abderrazak; Goutte, Stéphane; … - In: Applied economics 52 (2020) 23, pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Cover Image
On the conditional dependence structure between oil, gold and USD exchange rates : Nested copula based GJR-GARCH model
Bedoui, Rihab; Braiek, Sana; Guesmi, Khaled; … - In: Energy economics 80 (2019), pp. 876-889
Persistent link: https://www.econbiz.de/10012173742
Cover Image
A new approach to deal with variable selection in neural networks : an application to bankruptcy prediction
Abid, Ilyes; Ayadi, Rim; Guesmi, Khaled; Mkaouar, Farid - In: Risk management decisions and value under uncertainty, (pp. 605-623). 2022
Persistent link: https://www.econbiz.de/10013341961
Cover Image
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model
Bedoui, Rihab; Benkraiem, Ramzi; Guesmi, Khaled; … - In: Technological forecasting & social change : an … 197 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014468847