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Mohamed Boutahar

Université Paul Cézanne Aix-Marseille III

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Publication

Featured researches published by Mohamed Boutahar.

Energy Economics | 2015

Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis

Rabeh Khalfaoui; Mohamed Boutahar; H. Boubaker

Economics Bulletin | 2008

A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach

Mohamed Boutahar

Archive | 2011

Estimation of the long memory parameter in non stationary models: A Simulation Study

Mohamed Boutahar; Rabeh Khalfaoui

Archive | 2007

An exponential FISTAR model applied to the US real effective exchange rate

Mohamed Boutahar; Imene Mootamri; Anne Peguin-Feissolle

Economics Bulletin | 2010

Fractional integration and cointegration in stock prices and exchange rates

Marcel Aloy; Mohamed Boutahar; Karine Gente; Anne Peguin-Feissolle

Economics Letters | 2003

Erratum to “Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density” [Economics Letters 77 (2002) 177–186]

Ibrahim Ahamada; Mohamed Boutahar

Documents de travail du Centre d'Economie de la Sorbonne | 2010

The power of some standard tests of stationarity against changes in the unconditional variance

Ibrahim Ahamada; Mohamed Boutahar

Archive | 2008

Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model

Mustapha Belkhouja; Imene Mootamri; Mohamed Boutahar

Archive | 2007

LE CHANGEMENT STRUCTUREL DANS UN ENVIRONNEMENT MÉMOIRE LONGUE

Mohamed Boutahar; Mustapha Belkhouja

Archive | 2007

A Methodology For Detecting Breaks In The Mean And Covariance Structure Of Time Series

Mohamed Boutahar; Jamel Jouini

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Collaboration

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Imene Mootamri

Université Paul Cézanne Aix-Marseille III

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Mustapha Belkhouja

Université Paul Cézanne Aix-Marseille III

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Anne Peguin-Feissolle

Charité

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Ibrahim Ahamada

University of Paris

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Karine Gente

Aix-Marseille University

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Rabeh Khalfaoui

Université Paul Cézanne Aix-Marseille III

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Ibrahim Ahamada

University of Paris

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Jamel Jouini

College of Business Administration

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