Foued Saâdaoui

Department of Statistics, Faculty of Sciences, King Abdulaziz University

P.O.Box 80200

Jeddah, 21589

Saudi Arabia

University of Sousse

rue Abdelaziz el Behi

Sousse, Sousse 4000

Tunisia

Saudi Electronic University

JEDDAH, AR Ar Riyadh 1161

Saudi Arabia

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Ideas:
“  Statistics, Probability, AI, Computational and Applied Mathematics, with application in Finance, Medicine, and Transportation.  ”

Scholarly Papers (1)

1.

Testing for Multifractality of Islamic Stock Markets

Posted: 15 Nov 2017
Foued Saâdaoui
Department of Statistics, Faculty of Sciences, King Abdulaziz University

Abstract:

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MF-DFA, Multifractal returns, Power law autocorrelation, Extreme values, Islamic financial markets