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Rabeh Khalfaoui

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

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)
Aix-Marseille School of Economics (AMSE)
Location: Marseille, France
Homepage: http://www.greqam.fr/
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

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Working papers

  1. Rabeh Khalfaoui & Mohammed Boutahar, 2012. "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers 1208, Aix-Marseille School of Economics, Marseille, France.
  2. Khalfaoui Rabeh, K & Boutahar Mohamed, B, 2011. "A time-scale analysis of systematic risk: wavelet-based approach," MPRA Paper 31938, University Library of Munich, Germany.
  3. Mohamed Boutahar & Rabeh Khalfaoui2, 2011. "Estimation of the long memory parameter in non stationary models: A Simulation Study," Working Papers halshs-00595057, HAL.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2011-06-04 2012-10-13. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2011-06-04. Author is listed
  3. NEP-FOR: Forecasting (1) 2012-10-13. Author is listed
  4. NEP-ORE: Operations Research (1) 2011-06-04. Author is listed
  5. NEP-RMG: Risk Management (2) 2011-07-13 2012-10-13. Author is listed

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