Heni Boubaker
Affiliate Research Fellow
Education
2016: Accreditation to Supervise Research. Faculty of Economic Sciences and Management of Tunis, Tunisia.
2010: Ph.D. in Econometrics, University of Mediterranean-Aix Marseille II, France.
2006: Ph.D. in Quantitative Methods, Faculty of Economic Sciences and Management of Tunis, Tunisia.
2002: Advanced studies in Economics, Mathematics and Econometrics. Option Applied Econometrics. Faculty of Economic Sciences and Management of Tunis, Tunisia.
2000: Master’s degree in Applied Mathematics, Faculty of Economic Sciences and Management of Sfax, Tunisia.
1998: Higher National Diploma in Computing. Training School in Computer Management of Sfax, Tunisia.
1996: Bachelor Mathematics, Akouda-Sousse, Tunisia.
Research Areas
Econometric Theory, Financial Econometrics, Applied Mathematics, Signal Processing
Teaching Areas
Quantitative Methods in Economics and Finance, Financial Econometrics, Financial Modeling
Contact
| Email: h.boubaker@ipag.fr
Phone: +33 1 5363 3600 Campus: Paris, Nice |
Heni Boubaker is a Doctor in Econometrics and Applied Mathematics, (HDR). He is currently Associate Professor of Statistics and Mathematics at IHEC, University of Sousse-Tunisia and also Affiliated Researcher at IPAG Business School, Paris. His main research interests are in econometric theory, financial econometrics, time series and panel data econometrics, applied Mathematics and signal processing. His research focuses on econometric theory, financial econometrics, time series and panel data econometrics, applied mathematics, and signal processing.
| Boubaker, H. (2015). Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application. Computational Economics, Volume 46, Number 4, pp. 551-574.
Boubaker, H., and Sghaier, N. (2015). On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach. Bankers, Markets & Investors, Number 136-137, May-June, pp. 80-93. Boubaker, H., and Sghaier, N. (2014). Instability and Dependence Structure between Oil Prices and GCC Stock Markets. Energy studies Review, Volume 20, Number 3, pp. 50-65. Boubaker, H., and Péguin-Feissolle, A. (2013). Estimating the Long-Memory Parameter in Nonstationary Processes using Wavelets. Computational Economics, Volume 42, Number 3, pp. 291-306. Boubaker, H., and Sghaier, N. (2013). Portfolio Optimization in the Presence of Dependent Financial Returns with Long Memory: A Copula-based Approach. Journal of Banking and Finance, Volume 37, Number 2, pp. 361-377. Boubaker, H., and Sghaier, N. (2012). How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums? Bulletin Français d’Actuariat, Volume 12, Number 24, pp. 87-111. Boubaker, H., and Boutahar, M. (2011). A Wavelet Based Approach for Modelling Exchanges Rates, Statistical Methods & Applications, Volume 20, Number 2, pp. 201-220. Boubaker, H., and Belkacem, L. (2010). Interdependence between Exchange Rates: Evidence from Multivariate Fractional Cointegration. International Journal of Business, Volume 15, Number 3, pp. 255-270. Belkacem, L., El Meddeb, Z., and Boubaker, H. (2005). Foreign Exchange Market Efficiency: Fractional Cointegration Approach. International Journal of Business, Volume 10, Number 3, pp. 285-302. |
Since 2017: Institute of the High Commercial Studies of Sousse, Tunisia
2007 – 2016: Assistant Professor, Institute of the High Commercial Studies of Sousse, Tunisia.
2010 – 2011: Senior Lecture, University of Jean Monnet Saint-Étienne, France.
2008 – 2009: Senior Lecture, University of Paul Cézanne-Aix Marseille III, France.
2001 – 2006: Assistant, Institute of the High Commercial Studies of Sousse, Tunisia.