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 0 10 116 0 1 31 401
Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density 1 4 17 46 1 7 37 199
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] 1 2 2 11 1 3 4 75
Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns 2 2 8 50 4 4 23 183
Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density 0 0 8 61 0 2 17 281
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 0 9 37 3 5 23 152
Total Journal Articles 4 8 54 321 9 22 135 1,291


Statistics updated 2009-11-04