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ExploRing persistence in financial time series
Lee, David, (2000)
Testing the stable Paretian assumption
Paolella, Marc S., (1999)
Le phénomène leptokurtique sur les marchés financiers
Walter, Christian, (2002)
Optimal prediction with nonstationary ARFIMA model
Boutahar, Mohamed, (2007)
Least squares estimator for regression models with some deterministic time varying parameters
Boutahar, Mohamed, (1996)
Bai and Perron's and spetral density methods for structural change detection in the US inflation process
Ben Ai͏̈ssa, Mohamed Safouane, (2004)