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A smooth transition long-memory model
Aloy, Marcel; Dufrénot, Gilles; Tong, Charles Lai; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 281-296
Persistent link: https://www.econbiz.de/10010118272
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A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-242
Persistent link: https://www.econbiz.de/10007988799
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Modelling squared returns using a SETAR model with long-memory dynamics
Dufrenot, Gilles; Guegan, Dominique; Peguin-Feissolle, Anne - In: Economics letters 86 (2005) 2, pp. 237-244
Persistent link: https://www.econbiz.de/10006748986
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A comparison of the power of some tests for conditional heteroscedasticity
Peguin-Feissolle, Anne - In: Economics letters 63 (1999) 1, pp. 5-18
Persistent link: https://www.econbiz.de/10006785924
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A Test for Conditional Heteroskedasticity Based on Artificial Neural Networks
Caulet, Renaud; Peguin-Feissolle, Anne - In: Annales d'économie et de statistique (2000) 59, pp. 177-198
Persistent link: https://www.econbiz.de/10007920206
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Evidence on structural changes in U.S. time series
Jouini, Jamel; Boutahar, Mohamed - In: Economic modelling 22 (2005) 3, pp. 391-422
Persistent link: https://www.econbiz.de/10006238239
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Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density
Ahamada, Ibrahim; Jouini, Jamel; Boutahar, Mohamed - In: Applied economics 36 (2004) 10, pp. 1095-1102
Persistent link: https://www.econbiz.de/10007646482
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Optimal prediction with nonstationary ARFIMA model
Boutahar, Mohamed - In: Journal of forecasting 26 (2007) 2, pp. 95-112
Persistent link: https://www.econbiz.de/10007604891
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A fractionally integrated exponential STAR model applied to the US real effective exchange rate
Boutahar, Mohamed; Mootamri, Imène; Péguin-Feissolle, Anne - In: Economic modelling 26 (2009) 2, pp. 335-341
Persistent link: https://www.econbiz.de/10008170440
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Seasonal Nonlinear Long Memory Model for the US Inflation Rates
Ajmi, Ahdi Noomen; Ben Nasr, Adnen; Boutahar, Mohamed - In: Computational economics 31 (2008) 3, pp. 243-254
Persistent link: https://www.econbiz.de/10007988798