<?xml version="1.0" encoding="UTF-8"?><xml><records><record><source-app name="Biblio" version="7.x">Drupal-Biblio</source-app><ref-type>17</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Houssem Eddine Khochemane</style></author><author><style face="normal" font="default" size="100%">ABDELOUAHEB ARDJOUNI</style></author><author><style face="normal" font="default" size="100%">Amin Guerouah</style></author><author><style face="normal" font="default" size="100%">SALAH ZITOUNI</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Local Existence and Ulam Stability Results for Nonlinear Fractional Differential Equations</style></title><secondary-title><style face="normal" font="default" size="100%">Journal of Applied Nonlinear Dynamics</style></secondary-title></titles><dates><year><style  face="normal" font="default" size="100%">2020</style></year></dates><urls><web-urls><url><style face="normal" font="default" size="100%">: https://www.researchgate.net/publication/339848759</style></url></web-urls></urls><language><style face="normal" font="default" size="100%">eng</style></language></record><record><source-app name="Biblio" version="7.x">Drupal-Biblio</source-app><ref-type>17</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Houssem Eddine Khochemane</style></author><author><style face="normal" font="default" size="100%">Lamine Bouzettouta</style></author><author><style face="normal" font="default" size="100%">Amin Guerouah</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Exponential decay and well-posedness for a one dimensional porous-elastic system with distributed delay</style></title><secondary-title><style face="normal" font="default" size="100%">Applicable Analysis</style></secondary-title></titles><dates><year><style  face="normal" font="default" size="100%">2019</style></year></dates><urls><web-urls><url><style face="normal" font="default" size="100%"> https://doi.org/10.1080/00036811.2019.1703958</style></url></web-urls></urls><language><style face="normal" font="default" size="100%">eng</style></language></record><record><source-app name="Biblio" version="7.x">Drupal-Biblio</source-app><ref-type>17</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Halim Zeghdoudi</style></author><author><style face="normal" font="default" size="100%">Guerouah Amine</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Estimation of GARCH(1,1) Model: Quasi-Maximum Likelihood and Pseudo-Maximum Likelihood</style></title></titles><dates><year><style  face="normal" font="default" size="100%">2019</style></year></dates><urls><web-urls><url><style face="normal" font="default" size="100%"> https://www.researchgate.net/publication/322645190</style></url></web-urls></urls><language><style face="normal" font="default" size="100%">eng</style></language></record><record><source-app name="Biblio" version="7.x">Drupal-Biblio</source-app><ref-type>17</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Amine Guerouah</style></author><author><style face="normal" font="default" size="100%">Halim Zeghdoudi</style></author><author><style face="normal" font="default" size="100%">Fatima Zohra Bouseba</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">On Univariate and Multivariate GARCH Models: Oil Price and Stock market returns volatilities</style></title><secondary-title><style face="normal" font="default" size="100%">International Journal of Applied Mathematics and Statistics (IJAMAS)</style></secondary-title></titles><dates><year><style  face="normal" font="default" size="100%">2018</style></year></dates><volume><style face="normal" font="default" size="100%">57</style></volume><pages><style face="normal" font="default" size="100%">23-33</style></pages><language><style face="normal" font="default" size="100%">eng</style></language><abstract><style face="normal" font="default" size="100%">&lt;p style=&quot;text-align: justify;&quot;&gt;
	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.&lt;br&gt;Keywords: GARCH models, Volatility, energy prices, Stock prices and Crude oil.
&lt;/p&gt;
</style></abstract><issue><style face="normal" font="default" size="100%">No 1</style></issue></record><record><source-app name="Biblio" version="7.x">Drupal-Biblio</source-app><ref-type>17</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Fatima Zohra Bouseba</style></author><author><style face="normal" font="default" size="100%">Halim Zeghdoudi</style></author><author><style face="normal" font="default" size="100%">Guerouah Amine</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">On Variance and Volatility Swaps in Oil Markets</style></title><secondary-title><style face="normal" font="default" size="100%">Journal of Computer Science &amp; Computational Mathematics</style></secondary-title></titles><dates><year><style  face="normal" font="default" size="100%">2017</style></year></dates><volume><style face="normal" font="default" size="100%">7</style></volume><language><style face="normal" font="default" size="100%">eng</style></language><abstract><style face="normal" font="default" size="100%">&lt;p style=&quot;text-align: justify;&quot;&gt;
	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.&lt;br&gt;Keywords: oil market, stochastic mean-reverting volatility, volatility swaps.
&lt;/p&gt;
</style></abstract><issue><style face="normal" font="default" size="100%">2</style></issue></record></records></xml>