Imane Zemmouri

Badji Mokhtar University — DZ

Economics, Econometrics and Finance · Social Sciences

5h-index70citations15works3.32yr avg
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Research Topics

Financial Risk and Volatility Modeling(4), Mathematical and Theoretical Epidemiology and Ecology Models(4), Stochastic processes and financial applications(3), Nonlinear Waves and Solitons(3), Nonlinear Differential Equations Analysis(3)

Publications15 total

(Bi)spectral analysis of Markov switching bilinear time series
Statistical Methods & Applications·2025· 1 citedOpen Access
On solutions of a two-dimensional (m + 1)-order system of difference equations via Pell numbers
Boletim da Sociedade Paranaense de Matemática·2025· 1 citedOpen Access
Global stability of multi-dimensional system of rational difference equations of higher-order with Pell-coefficients
Boletim da Sociedade Paranaense de Matemática·2025Open Access
<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mrow><mml:mi>M</mml:mi><mml:mo class="MathClass-bin" stretchy="false">−</mml:mo></mml:mrow></mml:math>estimation in periodic Threshold <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mrow><mml:mi mathvariant="italic">GARCH</mml:mi></mml:mrow></mml:math> models: Consistency and asymptotic normality
Miskolc mathematical notes/Mathematical notes·2025· 1 citedOpen Access
Bispectral Analysis of Markov Switching Bilinear Models
2025Open Access
Solution forms for generalized hyperbolic cotangent type systems of p-difference equations
Boletim da Sociedade Paranaense de Matemática·2024· 3 citedOpen Access
On the existence of stationary threshold bilinear processes
Statistical Papers·2024· 3 citedOpen Access
Markov-switching threshold stochastic volatility models with regime changes
AIMS Mathematics·2024· 11 citedOpen Access
Solutions and local stability of the Jacobsthal system of difference equations
AIMS Mathematics·2024· 10 citedOpen Access
The Solution of a System of Higher-Order Difference Equations in Terms of Balancing Numbers
Pan-American Journal of Mathematics·2023· 3 citedOpen Access
On the Markov-switching autoregressive stochastic volatility processes
SeMA Journal·2023· 12 cited
Estimating MS-BLGARCH Models Using Recursive Method
Pan-American Journal of Mathematics·2023· 3 citedOpen Access
The bispectral representation of Markov switching bilinear models
Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics·2023· 4 citedOpen Access
Representation of Solutions of a Second-Order System of Two Difference Equations With Variable Coefficients
Pan-American Journal of Mathematics·2023· 6 citedOpen Access
On Markov−switching asymmetric logGARCH models: Stationarity and estimation
Filomat·2023· 12 citedOpen Access

Frequent Co-authors

Ahmed Ghezal(12), Maddalena Cavicchioli(3), Mohamed Balegh(2), Ahmed Ghezal(2), Ahmed Ghezal(1), Khalil Zerari(1)