Concepedia

Nadia Sghaier

NS

Statistics

Publications

6

Citations

211

H-Index

6

Active since

2009

Affiliations

IPAG Business School(Current)

Aix-Marseille Université

Nadia Sghaier is an author at IPAG Business School specializing in financial economics, asset return modeling, and economics.

Publications per year

2009–2016

6

Publications

6

Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach

Heni Boubaker, Nadia Sghaier · Journal of Banking & Finance · 2012 · 109 citations

, , +16

<scp>Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets</scp>

Fredj Jawadi, Catherine Bruneau, Nadia Sghaier · Journal of Risk & Insurance · 2009 · 39 citations

, , +11

Markov-Switching Time-Varying Copula Modeling of Dependence Structure between Oil and GCC Stock Markets

Heni Boubaker, Nadia Sghaier · Open Journal of Statistics · 2016 · 25 citations · Full text

, , +17

Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach

Heni Boubaker, Nadia Sghaier · Economic Modelling · 2015 · 14 citations

, , +16

Instability and time-varying dependence structure between oil prices and stock markets in GCC countries

Heni Boubaker, Nadia Sghaier · RePEc: Research Papers in Economics · 2013 · 13 citations

, , +16

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