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Adnen Ben Nasr

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This is information that was supplied by Adnen Ben Nasr in registering through RePEc. If you are Adnen Ben Nasr , 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: Adnen
Middle Name:
Last Name: Ben Nasr
Suffix:

RePEc Short-ID: pbe407

Email:
Homepage: http://sites.google.com/site/bennasradnen/
Postal Address: BESTMOD, Institut Supérieur de Gestion de Tunis, 41 rue de la liberté, Cité Bouchoucha Le Bardo 2000, Tunis, TUNISIE
Phone:

Affiliation

Laboratoire BESTMOD (Business & Economic STatistics MODeling)
Institut Supérieur de Gestion de Tunis
Université de Tunis
Location: Tunis, Tunisia
Homepage: http://www.isg.rnu.tn/bestmod/
Email:
Phone: (216) 71 56 03 78
Fax: (216) 71 56 87 67
Postal: 41, Avenue de la Liberté Cité Bouchouda, Le Bardo 2000, Tunis
Handle: RePEc:edi:lbmuttn (more details at EDIRC)
Institut Supérieur de Commerce et Comptabilité de Bizerte (ISCCB)
Université de Carthage
Location: Bizerte, Tunisia
Homepage: http://www.isccb.rnu.tn/
Email:
Phone: +216 72 593 288
Fax: +216 72 593 288
Postal: 7021 Zarzouna - Bizerte
Handle: RePEc:edi:isccbtn (more details at EDIRC)

Works

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Working papers

  1. Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta, 2014. "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers 201412, University of Pretoria, Department of Economics.
  2. Adnen Ben Nasr & Ahdi N. Ajmi & Rangan Gupta, 2013. "Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model," Working Papers 201357, University of Pretoria, Department of Economics.
  3. Ben Nasr, Adnen & Trabelsi, Abdelwahed, 2005. "Seasonal and Periodic Long Memory Models in the In�ation Rates," MPRA Paper 22690, University Library of Munich, Germany, revised 03 Feb 2006.

Articles

  1. Adnen Ben Nasr & Mohamed Boutahar & Abdelwahed Trabelsi, 2010. "Fractionally integrated time varying GARCH model," Statistical Methods and Applications, Springer, vol. 19(3), pages 399-430, August.
  2. Ahdi Ajmi & Adnen Ben Nasr & Mohamed Boutahar, 2008. "Seasonal Nonlinear Long Memory Model for the US Inflation Rates," Computational Economics, Society for Computational Economics, vol. 31(3), pages 243-254, April.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ARA: MENA - Middle East & North Africa (2) 2014-05-04 2014-05-09. Author is listed
  2. NEP-FMK: Financial Markets (2) 2013-09-26 2014-04-11. Author is listed
  3. NEP-FOR: Forecasting (3) 2014-04-11 2014-05-04 2014-05-09. Author is listed
  4. NEP-GER: German Papers (1) 2014-04-11. Author is listed
  5. NEP-ORE: Operations Research (1) 2014-05-04. Author is listed
  6. NEP-RMG: Risk Management (3) 2013-09-26 2014-04-11 2014-05-04. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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