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Detecting multiple breaks in a time series covariance structure : a non-parametric approach based on the evolutionary spectral density
Ahamada, Ibrahim; Jouini, Jamel; Boutahar, Mohamed - In: Applied economics 36 (2004) 10, pp. 1095-1101
Persistent link: https://www.econbiz.de/10002121559
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Evidence on structural changes in US time series
Jouini, Jamel; Boutahar, Mohamed - In: Economic modelling 22 (2005) 3, pp. 391-422
Persistent link: https://www.econbiz.de/10002770015
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Erratum to "Tests for covariance stationarity and white noise, with an application to Euro-US dollar exchange rate - An approach based on the evolutionary spectral density" (Economics Letters 77 (2002) 177-186)
Ahamada, Ibrahim; Boutahar, Mohamed - In: Economics letters 78 (2003) 2, pp. 293
Persistent link: https://www.econbiz.de/10006764533
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Fractionally integrated time varying GARCH model
Nasr, Adnen Ben; Boutahar, Mohamed; Trabelsi, Abdelwahed - In: Statistical methods & applications : SMA ; journal of … 19 (2010) 3, pp. 399-430
Persistent link: https://www.econbiz.de/10008649243
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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) 7/9, pp. 817-828
Persistent link: https://www.econbiz.de/10009718502
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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/10009697044
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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/10003839711
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Purchasing power parity and the long memory properties of real exchange rates : does one size fit all?
Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Economic modelling 28 (2011) 3, pp. 1279-1290
Persistent link: https://www.econbiz.de/10009272177
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The effect of tapering on the semiparametric estimators for nonstationary long memory processes
Nouira, Lei͏̈la; Boutahar, Mohamed; Marimoutou, … - In: Statistical papers 50 (2009) 2, pp. 225-248
Persistent link: https://www.econbiz.de/10003814842
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Which econometric specification to characterize the US inflation rate process?
Boutahar, Mohamed; Gbaguidi, David - In: Computational economics 34 (2009) 2, pp. 145-172
Persistent link: https://www.econbiz.de/10003877019