Oussama TILFANI
Names
| first: | Oussama |
| last: | TILFANI |
Identifer
| RePEc Short-ID: | pti251 |
Contact
Affiliations
-
Université Cadi Ayyad, Faculté des sciences et techniques
- http://www.fstg-marrakech.ac.ma/
- location: Marrakech
Research profile
author of:
- Building multi-scale portfolios and efficient market frontiers using fractal regressions (RePEc:eee:phsmap:v:532:y:2019:i:c:s0378437119310003)
by Tilfani, Oussama & Ferreira, Paulo & El Boukfaoui, My Youssef - Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression (RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008037)
by Tilfani, Oussama & Kristoufek, Ladislav & Ferreira, Paulo & El Boukfaoui, My Youssef - EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients (RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926)
by Oussama Tilfani & Paulo Ferreira & Andreia Dionisio & My Youssef El Boukfaoui - Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients (RePEc:sgh:erfinj:v:6:y:2021:i:1:p:57-75)
by Paulo Ferreira & Oussama Tilfani & Éder Pereira & Cleónidas Tavares & Hernane Pereira & My Youssef El Boukfaoui - Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient (RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01806-1)
by Oussama Tilfani & Paulo Ferreira & My Youssef El Boukfaoui - Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets (RePEc:taf:pocoec:v:32:y:2020:i:1:p:77-112)
by Oussama Tilfani & Paulo Ferreira & My Youssef El Boukfaoui - Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis (RePEc:taf:pocoec:v:32:y:2020:i:5:p:643-674)
by Oussama Tilfani & Paulo Ferreira & My Youssef El Boukfaoui - Multifractal Analysis of African Stock Markets During the 2007–2008 US Crisis (RePEc:wsi:rpbfmp:v:22:y:2019:i:04:n:s021909151950022x)
by Oussama Tilfani & My Youssef El Boukfaoui