Dynamic Cross-Correlation and Dynamic Contagion of Stock Markets: A Sliding Windows Approach with the DCCA Correlation Coefficient
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Empirical Economics, vol. 60, 2021, p. 1127-1156.

Dynamic Cross-Correlation and Dynamic Contagion of Stock Markets: A Sliding Windows Approach with the DCCA Correlation Coefficient
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Empirical Economics, vol. 60, 2021, p. 1127-1156.

Multiscale Optimal Portfolios Using CAPM Fractal Regression: Estimation for Emerging Stock Markets
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Post Communist Economies, vol. 32, 2020, p. 77-112.

Multiscale Optimal Portfolios Using CAPM Fractal Regression: Estimation for Emerging Stock Markets
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Post Communist Economies, vol. 32, 2020, p. 77-112.

Revisiting Stock Market Integration in Central and Eastern European Stock Markets with a Dynamic Analysis
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Post Communist Economies, vol. 32, 2020, p. 643-674.

Revisiting Stock Market Integration in Central and Eastern European Stock Markets with a Dynamic Analysis
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Post Communist Economies, vol. 32, 2020, p. 643-674.