Heni Boubaker
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Person:1619692
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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