Advanced Search
MyIDEAS: Login

Adnen Ben Nasr


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

RePEc Short-ID: pbe407

Postal Address: BESTMOD, Institut Supérieur de Gestion de Tunis, 41 rue de la liberté, Cité Bouchoucha Le Bardo 2000, Tunis, TUNISIE


Laboratoire BESTMOD (Business & Economic STatistics MODeling)
Institut Supérieur de Gestion de Tunis
Université de Tunis
Location: Tunis, Tunisia
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
Phone: +216 72 593 288
Fax: +216 72 593 288
Postal: 7021 Zarzouna - Bizerte
Handle: RePEc:edi:isccbtn (more details at EDIRC)


as in new window

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.


  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


Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc


For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Adnen Ben Nasr should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.