Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Zouhaier Dhifaoui"'
Autor:
Zouhaier Dhifaoui
Publikováno v:
EPJ Data Science, Vol 13, Iss 1, Pp 1-23 (2024)
Abstract As nations progress, the impact of climate change on food prices becomes increasingly substantial. While the influence of climate change on the yields of major agricultural products is widely recognized, its specific effect on food prices re
Externí odkaz:
https://doaj.org/article/731d55e6685b4a8fb6f5e3cfc5e5e718
Autor:
Zouhaier Dhifaoui, Faicel Gasmi
Publikováno v:
BRICS Journal of Economics 2(2): 4-16
The purpose of this article is to detect a possible linear and nonlinear causal relationship between the conditional stochastic volatility of log return of interbank interest rates for the BRICS countries in the period from January 2015 to October 20
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cbcd2b75a66abd2fdbf2aa4245f99a41
https://doi.org/10.38050/2712-7508-2021-2-1
https://doi.org/10.38050/2712-7508-2021-2-1
Publikováno v:
Journal of environmental management. 326
Climate has traditionally played an important role in the development of countries, owing to its inherent relationship with agricultural output and pricing. This study explores one such association between the most well-known climate anomaly, the El
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::326e076ceeb3cd15d598a78750b12756
https://pubmed.ncbi.nlm.nih.gov/36446224
https://pubmed.ncbi.nlm.nih.gov/36446224
Autor:
Zouhaier Dhifaoui
Publikováno v:
South Asian Journal of Macroeconomics and Public Finance. 11:69-94
Determinism and non-linear behaviour in log-return and conditional volatility time series of the stock market index is examined for twenty-six countries. For this goal, the principal statistical techniques used in this study are a robust estimator of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7006ff6f04fc621954a1af906fb89aad
https://doi.org/10.1177/2277978721995654
https://doi.org/10.1177/2277978721995654
Autor:
Zouhaier Dhifaoui, Jean-Marc Bardet
Publikováno v:
Statistics and Probability Letters
Statistics and Probability Letters, Elsevier, 2022, 181, pp.109262. ⟨10.1016/j.spl.2021.109262⟩
Statistics and Probability Letters, Elsevier, 2022, 181, pp.109262. ⟨10.1016/j.spl.2021.109262⟩
The computation of the local correlation dimension is a way for estimating the Hausdorff dimension of the image of multidimensional stochastic processes. It can be obtained from the asymptotic behavior of the self-intersection occupation measure arou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d21085b3580e42314a7da87624c76121
https://hal.archives-ouvertes.fr/hal-03472421
https://hal.archives-ouvertes.fr/hal-03472421
Publikováno v:
Finance Research Letters. 49:103138
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::04a65d24aac64d3aaa6d31a2e57ab7e3
https://doi.org/10.1016/j.frl.2022.103138
https://doi.org/10.1016/j.frl.2022.103138
Autor:
Zouhaier Dhifaoui
Publikováno v:
Journal of Statistical Planning and Inference. 193:55-69
In this paper, using non-central chi-squared distribution and polynomial chaos decomposition of a log-normal random variable, we derive the exact expressions for the covariance and variance of the Gaussian kernel correlation sum (Gkcs). The obtained
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1d3c3023f5592ca1d68433e4b96bcc56
https://doi.org/10.1016/j.jspi.2017.08.001
https://doi.org/10.1016/j.jspi.2017.08.001
Autor:
Zouhaier Dhifaoui
Publikováno v:
Chaos, Solitons & Fractals. 93:169-174
The estimation of correlation dimension of continuous and discreet deterministic chaotic processes corrupted by an additive noise and outliers observations is investigated. In this paper we propose a new estimator of correlation dimension based on si
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::00e64dfb55e806da0977d9d40dfcc479
https://doi.org/10.1016/j.chaos.2016.10.017
https://doi.org/10.1016/j.chaos.2016.10.017
Autor:
Zouhaier Dhifaoui
Publikováno v:
SN Applied Sciences. 1
The objective of this article is to study the properties of the maximal Lyapunov exponent (mLe) in the wavelet domain for one dimensional maps of bounded variation. In particular, using compactly supported wavelets, we expound the scale-dependence of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7a20dfac031ab853957e2c9a2fb20f84
https://doi.org/10.1007/s42452-019-1122-z
https://doi.org/10.1007/s42452-019-1122-z
Publikováno v:
Statistical Methods & Applications. 21:251-277
In this paper, we investigate the use of wavelet techniques in the study of the nth order fractional Brownian motion (n-fBm). First, we exploit the continuous wavelet transform’s capabilities in derivative calculation to construct a two-step estima
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::46ac33806cf2e70f218a56c8d8b2eac3
https://doi.org/10.1007/s10260-012-0187-2
https://doi.org/10.1007/s10260-012-0187-2