Heni Boubaker
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio Physica A | 2022-08-10 | Paper |
| Forecasting electricity spot price for Nord Pool market with a hybrid k-factor GARMA-LLWNN model Journal of Forecasting | 2019-05-28 | Paper |
| On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets Physica A | 2018-11-13 | Paper |
| A generalized ARFIMA model with smooth transition fractional integration parameter Journal of Time Series Econometrics | 2018-02-07 | Paper |
| Wavelets and estimation of long memory in nonstationary models: does anything beat the exact local Whittle estimator? Communications in Statistics. Simulation and Computation | 2017-04-11 | Paper |
Research outcomes over time
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