Mohamed El Ghourabi

Available identifiers

Publication	Date of Publication	Type
Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications	2022-06-21	Paper
Value-at-risk estimation by LS-SVR and FS-LS-SVR based on GAS model	2022-02-24	Paper
On conditional risk estimation considering model risk	2020-12-03	Paper
A new financial stress index model based on support vector regression and control chart	2020-11-04	Paper
Residual Responses to Change Patterns of Autocorrelated Processes	2020-09-28	Paper
Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified	2016-01-25	Paper
On monitoring financial stress index with extreme value theory	2014-01-17	Paper
On SPC for Short Run Autocorrelated Data	2005-05-23	Paper

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