Farrukh Javed

From MaRDI portal
Person:1650530

Available identifiers

zbMath Open javed.farrukhWikidataQ102402332 ScholiaQ102402332MaRDI QIDQ1650530

List of research outcomes





PublicationDate of PublicationType
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices2024-03-06Paper
Higher order moments of the estimated tangency portfolio weights2022-03-01Paper
Sensitivity of the causality in variance tests to GARCH(1,1) processes2020-01-08Paper
Leverage effect for volatility with generalized Laplace error2018-07-04Paper
Tail behavior and dependence structure in the APARCH model2018-02-07Paper
https://portal.mardi4nfdi.de/entity/Q52999312013-06-24Paper

Research outcomes over time

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