Mohamed Boutahar : Citation Profile

Are you Mohamed Boutahar?

8

H index

5

i10 index

151

Citations

RESEARCH PRODUCTION:

31

Articles

30

Papers

RESEARCH ACTIVITY:

   21 years (1992 - 2013). See details.
   Cites by year: 7
   Journals where Mohamed Boutahar has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 17 (10.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo828
   Updated: 2020-03-30    RAS profile: 2016-05-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

ALOY, Marcel (2)

Gente, Karine (2)

PEGUIN-FEISSOLLE, Anne (2)

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 (22)

Essaadi, Essahbi (11)

Ben Nasr, Adnen (9)

Ajmi, Ahdi Noomen (9)

Tiwari, Aviral (9)

Canarella, Giorgio (8)

Miller, Stephen (8)

JOUINI, Jamel (7)

Boubaker, Heni (6)

PEGUIN-FEISSOLLE, Anne (6)

Lai Tong, Charles (5)

Cites to:

Perron, Pierre (35)

Bai, Jushan (31)

JOUINI, Jamel (20)

Phillips, Peter (16)

Taylor, Mark (15)

Bollerslev, Tim (15)

Baillie, Richard (13)

Gil-Alana, Luis (12)

BEN AISSA, Mohamed (12)

shin, yongcheol (12)

Teräsvirta, Timo (12)

Main data

Where Mohamed Boutahar has published?

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

Working Papers Series with more than one paper published# docs
Working Papers / HAL14
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 (2018 and 2017)

YearTitle of citing document
2018The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016. (2018). Teräsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: CREATES Research Papers. RePEc:aah:create:2018-15.

Full description at Econpapers || Download paper

2018A new time-varying model for forecasting long-memory series. (2018). Grigoletto, Matteo ; Bisaglia, Luisa. In: Papers. RePEc:arx:papers:1812.07295.

Full description at Econpapers || Download paper

2017The feasibility of currency union in Gulf Cooperation Council countries: A business cycle synchronisation view. (2017). Essaadi, Essahbi. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:10:p:2153-2171.

Full description at Econpapers || Download paper

2017Measuring systemic risk of the US banking sector in time-frequency domain. (2017). Teply, Petr ; Kvapilikova, Ivana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:461-472.

Full description at Econpapers || Download paper

2019The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

Full description at Econpapers || Download paper

2018Modeling maxima with autoregressive conditional Fréchet model. (2018). Zhao, Zifeng ; Chen, Rong ; Zhang, Zhengjun. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:325-351.

Full description at Econpapers || Download paper

2019The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016. (2019). Teräsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:1-24.

Full description at Econpapers || Download paper

2017A distance test of normality for a wide class of stationary processes. (2017). Vavra, Marian ; Psaradakis, Zacharias. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:50-60.

Full description at Econpapers || Download paper

2017A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117.

Full description at Econpapers || Download paper

2018A Markov switching long memory model of crude oil price return volatility. (2018). Di Sanzo, Silvestro . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:351-359.

Full description at Econpapers || Download paper

2018Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:470-494.

Full description at Econpapers || Download paper

2019Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes. (2019). Heni, Boubaker ; Souhir, Ben Amor ; Lotfi, Belkacem. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:635-655.

Full description at Econpapers || Download paper

2019The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations. (2019). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy. RePEc:eee:energy:v:169:y:2019:i:c:p:895-913.

Full description at Econpapers || Download paper

2017Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets. (2017). Narayan, Seema ; Ur, Mobeen. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:223-232.

Full description at Econpapers || Download paper

2017CPI and inflation in Kenya. Structural breaks, non-linearities and dependence. (2017). Gil-Alana, Luis ; Mudida, Robert. In: International Economics. RePEc:eee:inteco:v:150:y:2017:i:c:p:72-79.

Full description at Econpapers || Download paper

2019Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Awartani, Basel ; Abdoh, Hussein ; Maghyereh, Aktham I. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28.

Full description at Econpapers || Download paper

2018On a class of estimation and test for long memory. (2018). Fu, Hui ; He, Xin-Jiang ; Chen, Wenting . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:906-920.

Full description at Econpapers || Download paper

2018Forecasting exchange rate using Variational Mode Decomposition and entropy theory. (2018). He, Kaijian ; Chen, Yanhui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:15-25.

Full description at Econpapers || Download paper

2018Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

Full description at Econpapers || Download paper

2017True or spurious long memory in European non-EMU currencies. (2017). Walther, Thomas ; Piontek, Krzysztof ; Thu, Hien Pham ; Klein, Tony. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:217-230.

Full description at Econpapers || Download paper

2018Phases of Imitation and Innovation in a North-South Endogenous Growth Model. (2018). Kollias, Christos ; Arvanitidis, Paschalis. In: Working Papers. RePEc:pea:wpaper:1001.

Full description at Econpapers || Download paper

2017Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Ruipeng. In: Working Papers. RePEc:pre:wpaper:201728.

Full description at Econpapers || Download paper

2018Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks. (2018). ben Maatoug, Abderrazak ; Fatnassi, Ibrahim ; Davidson, Russell ; Lamouchi, Rim. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:1:p:1-25.

Full description at Econpapers || Download paper

2017Time-varying persistence in US inflation. (2017). GUPTA, RANGAN ; Caporin, Massimiliano. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1144-y.

Full description at Econpapers || Download paper

2018What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		paper6
2012Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2012Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2011Testing for change in mean of heteroskedastic time series In: Papers.
[Full Text][Citation analysis]		paper0
2010Testing for change in mean of heteroskedastic time series.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2008Identification of Persistent Cycles in Non‐Gaussian Long‐Memory Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2007wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2007Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2010The finite-sample properties of bootstrap tests in multiple structural change models In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2010A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach In: Economics Bulletin.
[Full Text][Citation analysis]		article9
2010Fractional integration and cointegration in stock prices and exchange rates In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2010Fractional integration and cointegration in stock prices and exchange rates.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2012Power of the KPSS test against shift in variance: a further investigation. In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012Power of the KPSS test against shift in variance: a further investigation.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2005Evidence on structural changes in U.S. time series In: Economic Modelling.
[Full Text][Citation analysis]		article14
2009A fractionally integrated exponential STAR model applied to the US real effective exchange rate In: Economic Modelling.
[Full Text][Citation analysis]		article1
2008A fractionally integrated exponential STAR model applied to the US real effective exchange rate.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2011Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? In: Economic Modelling.
[Full Text][Citation analysis]		article8
2011Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
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.
[Full Text][Citation analysis]		article0
2001Current components analysis of MIS/IL solar cells for different fabrication parameters In: Renewable Energy.
[Full Text][Citation analysis]		article0
1992Almost Sure Convergence of Least Squares Estimates for Regular Multivariate ARX Systems. In: G.R.E.Q.A.M..
[Citation analysis]		paper0
1993Limiting Distribution of Least Squares Estimates in Stable Multivariate Autoregressive Models Excited by Deterministic Input Signals. In: G.R.E.Q.A.M..
[Citation analysis]		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).
[Citation analysis]		paper2
2004Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density.(2004) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
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).
[Citation analysis]		paper4
2010The power of some standard tests of stationarity against changes in the unconditional variance In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2013Long-run relationships between international stock prices: further evidence from fractional cointegration tests In: Post-Print.
[Full Text][Citation analysis]		paper0
2008A fractionally integrated exponential STAR model applied to the US real effective exchange rate In: Post-Print.
[Citation analysis]		paper1
2008A simple fractionally integrated model with a time-varying long memory parameter dt In: Post-Print.
[Citation analysis]		paper6
2008A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach In: Post-Print.
[Full Text][Citation analysis]		paper2
2010A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach In: Post-Print.
[Citation analysis]		paper4
2010Testing for change in mean of heteroskedastic time series In: Working Papers.
[Full Text][Citation analysis]		paper0
2008A SIMPLE FRACTIONALLY INTEGRATED MODEL WITH A TIME-VARYING LONG MEMORY PARAMETER Dt - [Document de travail n°2008 - 10] In: Working Papers.
[Full Text][Citation analysis]		paper9
2008Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model In: Working Papers.
[Full Text][Citation analysis]		paper0
2007LE CHANGEMENT STRUCTUREL DANS UN ENVIRONNEMENT MÉMOIRE LONGUE In: Working Papers.
[Full Text][Citation analysis]		paper0
2007An exponential FISTAR model applied to the US real effective exchange rate In: Working Papers.
[Full Text][Citation analysis]		paper0
2007A METHODOLOGY FOR DETECTING BREAKS IN THE MEAN AND COVARIANCE STRUCTURE OF TIME SERIES In: Working Papers.
[Full Text][Citation analysis]		paper0
2006Limiting distribution of the least squaresestimates in polynomial regression with longmemory noises In: Working Papers.
[Full Text][Citation analysis]		paper0
2011Long-run relationships between international stock prices: further evidence from fractional cointegration tests In: Working Papers.
[Full Text][Citation analysis]		paper1
2013Long-run relationships between international stock prices: further evidence from fractional cointegration tests.(2013) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2011Estimation of the long memory parameter in non stationary models: A Simulation Study In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Optimal prediction with nonstationary ARFIMA model In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
2008A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t In: Computational Economics.
[Full Text][Citation analysis]		article6
2008Seasonal Nonlinear Long Memory Model for the US Inflation Rates In: Computational Economics.
[Full Text][Citation analysis]		article7
2009Which Econometric Specification to Characterize the U.S. Inflation Rate Process? In: Computational Economics.
[Full Text][Citation analysis]		article3
2009Structural Change and Long Memory in the Dynamic of U.S. Inflation Process In: Computational Economics.
[Full Text][Citation analysis]		article1
2011A time-scale analysis of systematic risk: wavelet-based approach In: MPRA Paper.
[Full Text][Citation analysis]		paper3
1995A proof of asymptotic normality for some VARX models In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article1
1996Least squares estimator for regression models with some deterministic time varying parameters In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article0
2002General Autoregressive Models with Long-Memory Noise In: Statistical Inference for Stochastic Processes.
[Full Text][Citation analysis]		article0
2010Behaviour of skewness, kurtosis and normality tests in long memory data In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article1
2010Fractionally integrated time varying GARCH model In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article10
2011A wavelet-based approach for modelling exchange rates In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article13
2009The effect of tapering on the semiparametric estimators for nonstationary long memory processes In: Statistical Papers.
[Full Text][Citation analysis]		article1
2003Structural breaks in the U.S. inflation process: a further investigation In: Applied Economics Letters.
[Full Text][Citation analysis]		article12
2004Bai and Perrons and spectral density methods for structural change detection in the US inflation process In: Applied Economics Letters.
[Full Text][Citation analysis]		article12
2013Nonparametric comparison of several transformations of distribution functions In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]		article0
2007Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article7
2009Comparison of non-parametric and semi-parametric tests in detecting long memory In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2020. Contact: CitEc Team