Biblio
3 resultats trouvés
Filtres: Auteur est Heni Boubaker [Clear All Filters]
Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysisJournal article , Energy Economics, Volume 49, Issue C, pp. 540-549, 2015
Estimating the Long-Memory Parameter in Nonstationary Processes Using WaveletsJournal article , Computational Economics, Volume 42, Issue 3, pp. 291-306, 2013
A wavelet-based approach for modelling exchange ratesJournal article , Statistical Methods & Applications, Volume 20, Issue 2, pp. 201-220, 2011