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Abderaouf Khalfi

Growth, institutions and oil dependence: A buffered threshold panel approach
2021 · Yacine Belarbi, Fayçal Hamdi, et al. · Economic Modelling · 23
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On the asymmetry in the volatility of financial time series: a buffered transition approach
2023 · Nadia Boussaha, Fayçal Hamdi, et al. · Journal of Statistical Computation and Simulation · 3
Predictive density criterion for SETAR models
2019 · Fayçal Hamdi, Abderaouf Khalfi · Communications in Statistics - Simulation and Computation · 2
On Buffered Threshold Periodic Stochastic Volatility Model
2025 · Fayçal Hamdi, Abderaouf Khalfi · Springer eBooks
Works count: 4
Citation count: 28
H-index: 2
I10-index: 1
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