Rabeh Khalfaoui
Personal Details
First Name: Rabeh
Middle Name:
Last Name: Khalfaoui
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RePEc Short-ID: pkh193
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Affiliation
- Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM)
Location: Marseille, France
Homepage: http://www.vcharite.univ-mrs.fr/GREQAM/
Email:
Phone: 04.91.14.07.70
Fax: 04.91.90.02.27
Postal: 2, rue de la Charité 13002 Marseille
Handle: RePEc:edi:greqafr (more details at EDIRC)
Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- Mohamed Boutahar & Rabeh Khalfaoui2, 2011. "Estimation of the long memory parameter in non stationary models: A Simulation Study," Working Papers halshs-00595057, HAL.
- Khalfaoui Rabeh, K & Boutahar Mohamed, B, 2011.
"A time-scale analysis of systematic risk: wavelet-based approach
[A time-tcale analysis of systematic risk: wavelet-based approach]," MPRA Paper 31938, University Library of Munich, Germany.
NEP Fields
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-ECM: Econometrics (1) 2011-06-04 Author is listed
- NEP-ETS: Econometric Time Series (1) 2011-06-04 Author is listed
- NEP-ORE: Operations Research (1) 2011-06-04 Author is listed
- NEP-RMG: Risk Management (1) 2011-07-13 Author is listed
Statistics
Most downloaded item (past 12 months)
- Mohamed Boutahar & Rabeh Khalfaoui2, 2011. "Estimation of the long memory parameter in non stationary models: A Simulation Study," Working Papers halshs-00595057, HAL.
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