N. Alemohammad

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Markov switching asymmetric GARCH model: stability and forecasting
Statistical Papers
2020-07-14Paper
Value at risk forecasting of gold price: a comparison between the GARCH and LST-GARCH models2019-12-09Paper
Markov switching component GARCH model: stability and forecasting
Communications in Statistics. Theory and Methods
2016-08-22Paper


Research outcomes over time


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