Oussama Tilfani


AuthID: R-00J-3TM

Publications Awaiting Confirmation

1
TITLE: Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets  Full Text
AUTHORS: Oussama Tilfani; Paulo Ferreira; My Youssef El Boukfaoui;
PUBLISHED: 2020, SOURCE: POST-COMMUNIST ECONOMIES, VOLUME: 32, ISSUE: 1
INDEXED IN: Scopus WOS
2
TITLE: Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis  Full Text
AUTHORS: Oussama Tilfani; Paulo Ferreira; My Youssef El Boukfaoui;
PUBLISHED: 2020, SOURCE: POST-COMMUNIST ECONOMIES, VOLUME: 32, ISSUE: 5
INDEXED IN: Scopus WOS
3
TITLE: EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
AUTHORS: Oussama Tilfani; Paulo Ferreira; Andreia Dionisio; My Youssef El Boukfaoui;
PUBLISHED: 2020, SOURCE: JOURNAL OF RISK AND FINANCIAL MANAGEMENT, VOLUME: 13, ISSUE: 5
INDEXED IN: WOS
4
TITLE: Building multi-scale portfolios and efficient market frontiers using fractal regressions  Full Text
AUTHORS: Oussama Tilfani; Paulo Ferreira; My Youssef El Boukfaoui;
PUBLISHED: 2019, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 532
INDEXED IN: Scopus WOS
5

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