Heni Boubaker

IPAG Business School

184 BD Saint Germain

Paris, 75006

France

SCHOLARLY PAPERS

2

DOWNLOADS

434

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Foreign Exchange Market Efficiency: Fractional Cointegration Approach

International Journal of Business, Vol. 10, No. 3, 2005
Number of pages: 18 Posted: 16 Aug 2005
Lotfi Belkacem, Zahra El Meddeb and Heni Boubaker
University of Sousse, Independent Author and IPAG Business School
Downloads 377 (85,142)

Abstract:

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Informational efficiency, Exchange rates, Standard cointegration tests, Fractional integration, Long memory, Bivariate ARFIMA model, Vectoriel error correction fractional model (VECFM)

2.

Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach

Studies in Nonlinear Dynamics and Econometrics, September 2017
Number of pages: 38 Posted: 20 Aug 2016 Last Revised: 26 Nov 2017
IPAG Business School, California State University, Los Angeles - Department of Economics & Statistics, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 57 (394,880)
Citation 1

Abstract:

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Time-varying long-memory, LSTAR model, MODWT algorithm, ILSE estimator