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Rabeh Khalfaoui

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Personal Details

First Name:Rabeh
Middle Name:
Last Name:Khalfaoui
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RePEc Short-ID:pkh193
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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)
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  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.
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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