3
H index
0
i10 index
30
Citations
Oussama TILFANI : Citation Profile
| RESEARCH PRODUCTION: 8 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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3 years (2019 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Oussama TILFANI. | Is cited by:
| Cites to:
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Main data
Where Oussama TILFANI has published?
| Journals with more than one article published | # docs |
|---|---|
| Post-Communist Economies | 2 |
| Physica A: Statistical Mechanics and its Applications | 2 |
Recent works citing Oussama TILFANI (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth A ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037. Full description at Econpapers || Download paper |
| 2023 | How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353. Full description at Econpapers || Download paper |
| 2023 | Asset pricing models in the presence of higher moments: Theory and evidence from the U.S. and China stock market. (2023). Zhou, Qiyao ; Xiang, George ; Li, Xin ; Hu, Debao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001191. Full description at Econpapers || Download paper |
| 2023 | An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017. Full description at Econpapers || Download paper |
Works by Oussama TILFANI:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Building multi-scale portfolios and efficient market frontiers using fractal regressions In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2022 | Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2020 | EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients In: JRFM. [Full Text][Citation analysis] | article | 6 |
| 2021 | Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient In: Empirical Economics. [Full Text][Citation analysis] | article | 9 |
| 2020 | Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets In: Post-Communist Economies. [Full Text][Citation analysis] | article | 2 |
| 2020 | Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis In: Post-Communist Economies. [Full Text][Citation analysis] | article | 6 |
| 2019 | Multifractal Analysis of African Stock Markets During the 2007–2008 US Crisis In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team