@article {105150,
	title = {Bifurcation-aware optimal control of discrete SIRS epidemic models: suppressing period-doubling and multi-wave outbreaks},
	journal = {BIOMATH, International Journal on Mathematicul Methods and Models in Biosciences},
	volume = {15},
	number = {1},
	year = {2026},
	pages = {13},
	url = {https://biomath.math.bas.bg/biomath/index.php/biomath},
	author = {Amin Guerouah and Halim Zeghdoudi}
}
@article {39124,
	title = {Exponential decay and well-posedness for a one dimensional porous-elastic system with distributed delay},
	journal = {Applicable Analysis (Taylor \& Francis)},
	volume = {100},
	number = {14},
	year = {2021},
	pages = {16},
	url = {https://doi.org/10.1080/00036811.2019.1703958},
	author = {Houssem Eddine Khochemane and Lamine Bouzettouta and Amin Guerouah}
}
@article {39126,
	title = {Local Existence and Ulam Stability Results for Nonlinear Fractional Differential Equations},
	journal = {Journal of Applied Nonlinear Dynamics},
	volume = {9},
	number = {4},
	year = {2020},
	pages = {12},
	url = {:pp. 655-666 | DOI: 10.5890/JAND.2020.12.009},
	author = {Houssem Eddine Khochemane and ABDELOUAHEB ARDJOUNI and Amin Guerouah and SALAH ZITOUNI}
}
@article {39123,
	title = {Estimation of GARCH(1,1) Model: Quasi-Maximum Likelihood and Pseudo-Maximum Likelihood},
	year = {2019},
	url = { https://www.researchgate.net/publication/322645190},
	author = {Halim Zeghdoudi and Guerouah Amine}
}
@article {7715,
	title = {On Univariate and Multivariate GARCH Models: Oil Price and Stock market returns volatilities},
	journal = {International Journal of Applied Mathematics and Statistics (IJAMAS)},
	volume = {57},
	number = {No 1},
	year = {2018},
	pages = {11},
	abstract = {
	This paper investigates the empirical properties ofoil price and Stock market return volatilities using a range of univariate and multivariate GARCH models and monthly data from the U.S. The study relates the period August 1987 to October 2016, a total of 351 observations given. The aim of this paper is to examine the relationship between stock and oil markets. In addition, we evaluate the performance of each model with a range of diagnostic and forecast performance tests using univariate GARCH(1,1) and bivariate BEKK GARCH(1,1), DCC GARCH(1,1) models.Keywords: GARCH models, Volatility, energy prices, Stock prices and Crude oil.

},
	url = {http://www.ceserp.com/cp-jour/index.php/ijamas/article/view/35},
	author = {Amine Guerouah and Halim Zeghdoudi and Fatima Zohra Bouseba}
}
@article {7717,
	title = {On Variance and Volatility Swaps in Oil Markets},
	journal = {Journal of Computer Science \& Computational Mathematics},
	volume = {7},
	number = {2},
	year = {2017},
	pages = {3},
	abstract = {
	This paper focuses on the pricing of variance and volatility swaps in oil markets in some steps, which we considered similarly in the work of A. Swishchuk [1]. In this study a numerical example of oil price (August 1987-October 2016) has been given.Keywords: oil market, stochastic mean-reverting volatility, volatility swaps.

},
	url = {DOI: 10.20967/jcscm.2017.02.002},
	author = {Fatima Zohra Bouseba and Halim Zeghdoudi and Guerouah Amine}
}
