Fayçal Hamdi

Available identifiers

Publication	Date of Publication	Type
On periodic logGARCH model with empirical application model with empirical application	2025-01-07	Paper
The \(\log\) GARCH stochastic volatility model	2024-09-16	Paper
Temporal relations between imprecise time intervals: representation and reasoning	2024-02-06	Paper
On the asymmetry in the volatility of financial time series: a buffered transition approach	2023-09-19	Paper
Predictive density criterion for SETAR models	2022-06-21	Paper
Probabilistic properties of a Markov-switching periodic GARCH process	2020-07-02	Paper
On periodic autoregressive stochastic volatility models: structure and estimation	2020-04-23	Paper
On Markov-switching periodicARMAmodels	2018-04-27	Paper
Bootstrapping Periodic State-Space Models	2015-06-03	Paper
Computing the Exact Fisher Information Matrix of Periodic State-Space Models	2013-01-31	Paper
Alignment-Based Partitioning of Large-Scale Ontologies	2010-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q3399106	2009-09-29	Paper
Calculating the autocovariances and the likelihood for periodic V ARMA models	2009-06-29	Paper
Mixture periodic autoregressive conditional heteroskedastic models	2009-06-16	Paper
A Note on Calculating Autocovariances of PeriodicARMAModels	2009-05-12	Paper
Extension of the Chandrasekhar filter to the case of periodic state-space models	2008-02-25	Paper
https://portal.mardi4nfdi.de/entity/Q5441106	2008-02-07	Paper

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