Heni Boubaker

Available identifiers

zbMath Open boubaker.heniMaRDI QIDQ1619692

List of research outcomes

Publication	Date of Publication	Type
A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio	2022-08-10	Paper
Forecasting electricity spot price for Nord Pool market with a hybrid k‐factor GARMA–LLWNN model	2019-05-28	Paper
On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets	2018-11-13	Paper
A generalized ARFIMA model with smooth transition fractional integration parameter	2018-02-07	Paper
Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator?	2017-04-11	Paper

Research outcomes over time

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