Amine Lahiani

Université Paris Ouest - Nanterre, La Défense - EconomiX

200 Avenue de la République

Nanterre cedex, Nanterre Cedex 92000

France

SCHOLARLY PAPERS

3

DOWNLOADS

584

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Long Memory GARCH Processes: Empirical Evidence from the Tunisian Stock Exchange Market

Number of pages: 17 Posted: 08 Apr 2008
Amine Lahiani and Ouidad Yousfi
Université Paris Ouest - Nanterre, La Défense - EconomiX and Université de Montpellier
Downloads 269 (145,969)

Abstract:

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Long memory, Volatility, persistence, exchange rate

2.

Testing for Threshold Effect in ARFIMA Models: Application to US Unemployment Rate Data

Swiss Finance Institute Research Paper No. 08-42
Number of pages: 21 Posted: 09 Dec 2008 Last Revised: 23 Dec 2008
Amine Lahiani and O. Scaillet
Université Paris Ouest - Nanterre, La Défense - EconomiX and Swiss Finance Institute - University of Geneva
Downloads 254 (154,646)

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Threshold ARFIMA, LM test, Asymmetric time series

3.

Money Market Integration and Sovereign CDs Spreads Dynamics in the New EU States

William Davidson Institute Working Paper No. 1002
Number of pages: 15 Posted: 17 Dec 2010
Petar Chobanov, Amine Lahiani and Nikolay Nenovsky
Bulgarian National Bank, Université Paris Ouest - Nanterre, La Défense - EconomiX and Bulgarian National Bank
Downloads 61 (444,173)
Citation 2

Abstract:

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Money Markets, Sovereign CDS Spreads, EU Enlargement, Monetary Regimes, Financial Crisis