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- Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysisPublication . TILFANI, Oussama; Ferreira, Paulo; El Boukfaoui, My Youssef
- Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock marketsPublication . TILFANI, Oussama; Ferreira, Paulo; El Boukfaoui, My Youssef
- EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation CoefficientsPublication . TILFANI, Oussama; Ferreira, Paulo; Dionísio, Andreia; El Boukfaoui, My Youssef
- Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regressionPublication . TILFANI, Oussama; Kristoufek, Ladislav; Ferreira, Paulo; El Boukfaoui, My Youssef
- Building multi-scale portfolios and efficient market frontiers using fractal regressionsPublication . TILFANI, Oussama; Ferreira, Paulo; El Boukfaoui, My Youssef
- Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficientPublication . TILFANI, Oussama; Ferreira, Paulo; El Boukfaoui, My Youssef