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Information about:
Ibrahim Ahamada

Personal Details | Affiliation | Works
This is information that was supplied by Ibrahim Ahamada in registering through RePEc. If you are Ibrahim Ahamada , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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First Name: Ibrahim
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Last Name: Ahamada
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RePEc Short-ID: pah36

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Works

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Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Articles

  1. Leïla Nouira & Ibrahim Ahamada & Jamel Jouini & Alain Nurbel, 2004. "Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns," Applied Economics Letters, Taylor and Francis Journals, vol. 11(9), pages 591-594, January. [Downloadable!] (restricted)

  2. Ahamada Ibrahim, 2004. "A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate," Economics Bulletin, Economics Bulletin, vol. 3(4), pages 1-5. [Downloadable!]

  3. Ibrahim Ahamada & Jamel Jouini & Mohamed Boutahar, 2004. "Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density," Applied Economics, Taylor and Francis Journals, vol. 36(10), pages 1095-1101, June. [Downloadable!] (restricted)

  4. Ahamada, Ibrahim & Boutahar, Mohamed, 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)," Economics Letters, Elsevier, vol. 78(2), pages 293-293, February. [Downloadable!] (restricted)

  5. Ahamada Ibrahim, 2003. "Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density," Economics Bulletin, Economics Bulletin, vol. 3(32), pages 1-7. [Downloadable!]

  6. Ahamada, Ibrahim, 2002. "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, Elsevier, vol. 77(2), pages 177-186, October. [Downloadable!] (restricted)

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This page was last updated on 2008-7-8.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.