Growing Science » Authors » Nadhem Selmi
Authors: Nadhem Selmi, Nejib Hachicha
Keywords: ARFIMA, FIGARCH, MGARCH-DCC, Oil price
Journal: MSL | Year: 2015 | Volume: 5 | Issue: 9 | Views: 1761 | Reviews: 0
Authors: Nadhem Selmi, Nejib Hachicha
Keywords: Prediction error, Subprime crisis, Whittle
Journal: MSL | Year: 2015 | Volume: 5 | Issue: 5 | Views: 1972 | Reviews: 0
Authors: Nadhem Selmi, Nejib Hachicha
Keywords: Exact Local Whittle, Financial crisis, Long Memory
Journal: MSL | Year: 2015 | Volume: 5 | Issue: 3 | Views: 1555 | Reviews: 0
Authors: Nadhem Selmi, Ridha Ettbib, Nejib Hachicha
Keywords: Fractional integration, Purchasing Power Parity, Smooth Transition Autoregression
Journal: MSL | Year: 2015 | Volume: 5 | Issue: 2 | Views: 1721 | Reviews: 0
Authors: Nadhem Selmi, Nejib Hachicha
Keywords: Exchange rate, Fractional cointegration, Linear cointegration
Journal: DSL | Year: 2015 | Volume: 4 | Issue: 3 | Views: 1833 | Reviews: 0
Authors: Nadhem Selmi, Samira Chaabene, Nejib Hachicha
DOI: 10.5267/j.dsl.2014.12.002
Keywords: Artificial neural networks, Forecasts, GARCH, Non-linear modeling, Stock market forecasting
Journal: DSL | Year: 2015 | Volume: 4 | Issue: 2 | Views: 3056 | Reviews: 0
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