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.