Farrukh Javed
1 – 10 of 12
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=" "
width=" "
height=" "
allowtransparency="true"
frameborder="0">
</iframe>
- 2015
- Tail behavior and dependence structure the APARCH model (
- 2014
- Leverage effect for volatility with generalized Laplace error (
- 2013
- Do Commodity Index Traders Destabilize Agricultural Futures Prices? (
- GARCH-Type models and the performance of information criteria (
- The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach (
- Importance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach (
- 2012
- Effect of jumps on causation patterns: an international investigation (
- On Statistical Aspects of Modelling Financial Volatility (
- Sensitivity of the causality in variance tests to GARCH(1,1) parameters (
- Dynamic conditional correlation among EU countries: a DCC-MIDAS approach (