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Rabeh Khalfaoui

Personal Details

First Name:Rabeh
Middle Name:
Last Name:Khalfaoui
Suffix:
RePEc Short-ID:pkh193
Terminal Degree:2012 Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM); École d'Économie d'Aix-Marseille; Aix-Marseille Université (from RePEc Genealogy)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Rabeh Khalfaoui & Mohammed Boutahar, 2012. "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers 1208, Aix-Marseille School of Economics, France.
  2. Khalfaoui Rabeh, K & Boutahar Mohamed, B, 2011. "A time-scale analysis of systematic risk: wavelet-based approach," MPRA Paper 31938, University Library of Munich, Germany.
  3. Mohamed Boutahar & Rabeh Khalfaoui2, 2011. "Estimation of the long memory parameter in non stationary models: A Simulation Study," Working Papers halshs-00595057, HAL.

Articles

  1. Khalfaoui, R. & Boutahar, M. & Boubaker, H., 2015. "Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis," Energy Economics, Elsevier, vol. 49(C), pages 540-549.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2011-06-04 2012-10-13
  2. NEP-RMG: Risk Management (2) 2011-07-13 2012-10-13
  3. NEP-ETS: Econometric Time Series (1) 2011-06-04
  4. NEP-FOR: Forecasting (1) 2012-10-13
  5. NEP-ORE: Operations Research (1) 2011-06-04

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