Farrukh Javed

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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!

Publication	Date of Publication	Type
Nonlinear forecasting with many predictors using mixed data sampling kernel ridge regression models Annals of Operations Research	2026-09-02	Paper
Variational shrinkage and excess risk in sparse normal means Statistics & Probability Letters	2026-08-18	Paper
The method of moments for multivariate random sums in the Poisson-Skew-Normal case Statistics & Probability Letters	2025-02-19	Paper
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices Journal of Business and Economic Statistics	2024-03-06	Paper
Higher order moments of the estimated tangency portfolio weights Journal of Applied Statistics	2022-03-01	Paper
Sensitivity of the causality in variance tests to GARCH(1,1) processes	2020-01-08	Paper
Leverage effect for volatility with generalized Laplace error Economic Quality Control	2018-07-04	Paper
Tail behavior and dependence structure in the APARCH model Journal of Time Series Econometrics	2018-02-07	Paper
scientific article; zbMATH DE number 6180013 (Why is no real title available?)	2013-06-24	Paper

Research outcomes over time

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