Access Statistics for Ibrahim Ahamada

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate 0 6 28 105 1 13 72 366
Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density 1 3 13 29 7 22 62 157
Erratum to "Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density" [Economics Letters 77 (2002) 177-186] 0 0 2 9 1 6 12 70
Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns 1 3 14 42 3 14 38 159
Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density 0 0 8 48 1 10 70 255
Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density 0 1 12 28 2 12 46 126
Total Journal Articles 2 13 77 261 15 77 300 1,133


Statistics updated 2008-10-02