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ECONIS (ZBW)
16
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1
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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2
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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3
A comparative study of the performance of estimating long-memory parameter using wavelet-based entropies
Boubaker, Heni
- In:
Computational economics
48
(
2016
)
4
,
pp. 693-731
Persistent link: https://www.econbiz.de/10011713102
Saved in:
4
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
Saved in:
5
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
Saved in:
6
From oil to stock markets
Guesmi, Khaled
;
Boubaker, Heni
;
Lai, Van Son
- In:
Journal of economic integration
31
(
2016
)
1
,
pp. 103-133
Persistent link: https://www.econbiz.de/10011451684
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7
Time-varying persistence of infllation : evidence from a wavelet-based approach
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011755461
Saved in:
8
A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets
Boubaker, Heni
;
Raza, Syed Ali
- In:
Energy economics
64
(
2017
),
pp. 105-117
Persistent link: https://www.econbiz.de/10011758081
Saved in:
9
Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni
;
Péguin-Feissolle, Anne
- In:
Computational economics
42
(
2013
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
Saved in:
10
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
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