Mohamed Boutahar : Citation Profile


Are you Mohamed Boutahar?

9

H index

9

i10 index

170

Citations

RESEARCH PRODUCTION:

31

Articles

29

Papers

RESEARCH ACTIVITY:

   21 years (1992 - 2013). See details.
   Cites by year: 8
   Journals where Mohamed Boutahar has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 17 (9.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo828
   Updated: 2023-01-28    RAS profile: 2016-05-05    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mohamed Boutahar.

Is cited by:

GUPTA, RANGAN (25)

Ajmi, Ahdi Noomen (9)

Canarella, Giorgio (9)

Essaadi, Essahbi (9)

Ben Nasr, Adnen (9)

Miller, Stephen (9)

JOUINI, Jamel (7)

Tiwari, Aviral (7)

PEGUIN-FEISSOLLE, Anne (7)

Ftiti, Zied (6)

Lai Tong, Charles (6)

Cites to:

Perron, Pierre (38)

Bai, Jushan (36)

JOUINI, Jamel (20)

Gil-Alana, Luis (18)

Taylor, Mark (17)

Bollerslev, Tim (16)

Teräsvirta, Timo (14)

Phillips, Peter (14)

Baillie, Richard (13)

shin, yongcheol (12)

Engle, Robert (11)

Main data


Where Mohamed Boutahar has published?


Journals with more than one article published# docs
Economics Bulletin6
Computational Economics4
Statistical Methods & Applications3
Economic Modelling3
Journal of Applied Statistics2
Applied Economics Letters2
Metrika: International Journal for Theoretical and Applied Statistics2
Applied Economics2

Working Papers Series with more than one paper published# docs
Working Papers / HAL13
Post-Print / HAL5
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Mohamed Boutahar (2022 and 2021)


YearTitle of citing document
2021Modelling risk for commodities in Brazil: An application to live cattle spot and futures prices. (2021). J. A. C. Santos, ; Eg, A D ; Bernardino, W ; Alcoforado, R G. In: Papers. RePEc:arx:papers:2107.07556.

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2022A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.08289.

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2022Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.09568.

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2022Oil prices volatility and economic performance during COVID-19 and financial crises of 2007–2008. (2022). Chang, Xiaochen ; Guo, Songlin ; Yu, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005389.

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2022Does inter-region portfolio diversification pay more than the international diversification?. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Ur, Mobeen ; Ahmad, Nasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:26-35.

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2021R-Squared-Bootstrapping for Gegenbauer-Type Long Memory. (2021). Woodward, Wayne A ; Xing, Yixun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09977-1.

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2022What Is New About the PPP Theory in the Nordic Countries? Evidence from Panel Unit Root Tests with Sharp Breaks and Gradual Shifts. (2022). Din, Ozlem Gul. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:2:p:165-186.

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2021A new time-varying model for forecasting long-memory series. (2021). Grigoletto, Matteo ; Bisaglia, Luisa. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:30:y:2021:i:1:d:10.1007_s10260-020-00517-7.

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2021Bootstrapping regression models with locally stationary disturbances. (2021). Muoz, Joel ; Vilar, Jose A ; Mateu, Jorge ; Ferreira, Guillermo. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:2:d:10.1007_s11749-020-00721-3.

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2021An empirical examination of purchasing power parity: Argentina 1810–2016. (2021). Rivero, Simon Sosvilla ; Sosvillarivero, Simon ; Jacobo, Alejandro D. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2064-2073.

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Works by Mohamed Boutahar:


YearTitleTypeCited
2012Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis In: AMSE Working Papers.
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2012Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis.(2012) In: Working Papers.
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2012Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis.(2012) In: MPRA Paper.
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2011Testing for change in mean of heteroskedastic time series In: Papers.
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2010Testing for change in mean of heteroskedastic time series.(2010) In: Working Papers.
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2008Identification of Persistent Cycles in Non?Gaussian Long?Memory Time Series In: Journal of Time Series Analysis.
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article2
2007wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence In: Economics Bulletin.
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article1
2007Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process In: Economics Bulletin.
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article0
2010The finite-sample properties of bootstrap tests in multiple structural change models In: Economics Bulletin.
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2010A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach In: Economics Bulletin.
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article12
2008A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach.(2008) In: Post-Print.
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2010A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach.(2010) In: Post-Print.
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2010Fractional integration and cointegration in stock prices and exchange rates In: Economics Bulletin.
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2010Fractional integration and cointegration in stock prices and exchange rates.(2010) In: Working Papers.
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2012Power of the KPSS test against shift in variance: a further investigation. In: Economics Bulletin.
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2012Power of the KPSS test against shift in variance: a further investigation.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2005Evidence on structural changes in U.S. time series In: Economic Modelling.
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2009A fractionally integrated exponential STAR model applied to the US real effective exchange rate In: Economic Modelling.
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2008A fractionally integrated exponential STAR model applied to the US real effective exchange rate.(2008) In: Post-Print.
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2008A fractionally integrated exponential STAR model applied to the US real effective exchange rate.(2008) In: Working Papers.
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2011Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? In: Economic Modelling.
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article13
2011Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?.(2011) In: Working Papers.
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2003Erratum to Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density [Economics Letters 77 (2002) 1 In: Economics Letters.
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2001Current components analysis of MIS/IL solar cells for different fabrication parameters In: Renewable Energy.
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1992Almost Sure Convergence of Least Squares Estimates for Regular Multivariate ARX Systems. In: G.R.E.Q.A.M..
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1993Limiting Distribution of Least Squares Estimates in Stable Multivariate Autoregressive Models Excited by Deterministic Input Signals. In: G.R.E.Q.A.M..
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paper0
2004Detecting Multiple Breaks in Time Series Covariance Structure: a Nonparametric Approach Based on the Evolutionary Spectral Density In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper3
2004Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density.(2004) In: Applied Economics.
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2002Test for Covariance Stationarity and White Noise with an Application to euro/us dollar exchange rate In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010The power of some standard tests of stationarity against changes in the unconditional variance In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010The Power of some Standard tests of stationarity against changes in the unconditional variance.(2010) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2013Long-run relationships between international stock prices: further evidence from fractional cointegration tests In: Post-Print.
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2011Long-run relationships between international stock prices: further evidence from fractional cointegration tests.(2011) In: Working Papers.
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2013Long-run relationships between international stock prices: further evidence from fractional cointegration tests.(2013) In: Applied Economics.
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2008A simple fractionally integrated model with a time-varying long memory parameter dt In: Post-Print.
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2008A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t.(2008) In: Computational Economics.
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2008A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10] In: Working Papers.
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2008Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model In: Working Papers.
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2007LE CHANGEMENT STRUCTUREL DANS UN ENVIRONNEMENT MÉMOIRE LONGUE In: Working Papers.
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2007An exponential FISTAR model applied to the US real effective exchange rate In: Working Papers.
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2007A METHODOLOGY FOR DETECTING BREAKS IN THE MEAN AND COVARIANCE STRUCTURE OF TIME SERIES In: Working Papers.
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2006Limiting distribution of the least squaresestimates in polynomial regression with longmemory noises In: Working Papers.
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2011Estimation of the long memory parameter in non stationary models: A Simulation Study In: Working Papers.
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2007Optimal prediction with nonstationary ARFIMA model In: Journal of Forecasting.
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2008Seasonal Nonlinear Long Memory Model for the US Inflation Rates In: Computational Economics.
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2009Which Econometric Specification to Characterize the U.S. Inflation Rate Process? In: Computational Economics.
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2009Structural Change and Long Memory in the Dynamic of U.S. Inflation Process In: Computational Economics.
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2011A time-scale analysis of systematic risk: wavelet-based approach In: MPRA Paper.
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1995A proof of asymptotic normality for some VARX models In: Metrika: International Journal for Theoretical and Applied Statistics.
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1996Least squares estimator for regression models with some deterministic time varying parameters In: Metrika: International Journal for Theoretical and Applied Statistics.
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2002General Autoregressive Models with Long-Memory Noise In: Statistical Inference for Stochastic Processes.
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2010Behaviour of skewness, kurtosis and normality tests in long memory data In: Statistical Methods & Applications.
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2010Fractionally integrated time varying GARCH model In: Statistical Methods & Applications.
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2011A wavelet-based approach for modelling exchange rates In: Statistical Methods & Applications.
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2009The effect of tapering on the semiparametric estimators for nonstationary long memory processes In: Statistical Papers.
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2003Structural breaks in the U.S. inflation process: a further investigation In: Applied Economics Letters.
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2004Bai and Perrons and spectral density methods for structural change detection in the US inflation process In: Applied Economics Letters.
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2013Nonparametric comparison of several transformations of distribution functions In: Journal of Nonparametric Statistics.
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2007Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application In: Journal of Applied Statistics.
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2009Comparison of non-parametric and semi-parametric tests in detecting long memory In: Journal of Applied Statistics.
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