Mohamed Boutahar

Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis

Rabeh Khalfaoui, Mohamed Boutahar, Heni Boubaker · Energy Economics · 2015 · 262 citations

Economics, Volatility Modeling, Financial Economics +12

Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application

Mohamed Boutahar, Vêlayoudom Marimoutou, Leïla Nouira · Journal of Applied Statistics · 2007 · 37 citations

A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t

Mohamed Boutahar, Gilles Dufrénot, Anne Péguin-Feissolle · Computational Economics · 2007 · 24 citations

Engineering, Fractional-order System, Computer Engineering +5

Evidence on structural changes in U.S. time series

Jamel Jouini, Mohamed Boutahar · Economic Modelling · 2004 · 24 citations

U.s. Time Series, Macroeconomics, Financial Time Series Analysis +9

Bai and Perron's and spectral density methods for structural change detection in the US inflation process

Mohamed Safouane Ben Aïssa, Mohamed Boutahar, Jamel Jouini · Applied Economics Letters · 2004 · 20 citations

Engineering, Inflation (Cosmology), Macroeconomic Forecasting +20