Citation profile for Oussama TILFANI

Oussama TILFANI : Citation Profile

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Citations

RESEARCH PRODUCTION:

Articles

RESEARCH ACTIVITY:

   3 years (2019 - 2022). See details.
   Cites by year: 10
   Journals where Oussama TILFANI has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 2 (5.88 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pti251
   Updated: 2025-04-19    RAS profile: 2023-06-09
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Relations with other researchers

Works with:

Ferreira, Paulo (6)

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

Is cited by:

Ferreira, Paulo (6)

Quintino, Derick (6)

Lupu, Dan (1)

Tilica, Elena (1)

Tiwari, Aviral (1)

ausloos, marcel (1)

Shahzad, Syed Jawad Hussain (1)

Adeabah, David (1)

Abakah, Emmanuel (1)

Tah, Kenneth (1)

Ferreruela, Sandra (1)

Cites to:

Ferreira, Paulo (21)

Bekaert, Geert (9)

Cajueiro, Daniel (7)

Tabak, Benjamin (7)

Kenourgios, Dimitris (6)

Wang, Gang-Jin (5)

PEREIRA, EDER JOHNSON DE AREA (5)

Narayan, Paresh (5)

Dionisio, Andreia (5)

Fratzscher, Marcel (4)

Papadamou, Stephanos (4)

Main data

Where Oussama TILFANI has published?

Journals with more than one article published	# docs
Physica A: Statistical Mechanics and its Applications	2
Post-Communist Economies	2

Recent works citing Oussama TILFANI (2025 and 2024)

Year	Title of citing document
2024	Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries. (2024). Li, Kelong ; Feng, Yusen ; Mo, Tingcheng ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006446. Full description at Econpapers \|\| Download paper
2024	Jensen-Detrended Cross-Correlation function for non-stationary time series with application to Latin American stock markets. (2024). Carrasco, Ral ; Jeldes-Delgado, Fabiola ; Contreras-Reyes, Javier E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006241. 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	11
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