Mohamed El Ghourabi

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
Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications Communications in Statistics. Simulation and Computation	2022-06-21	Paper
Value-at-risk estimation by LS-SVR and FS-LS-SVR based on GAS model Journal of Applied Statistics	2022-02-24	Paper
On conditional risk estimation considering model risk Journal of Applied Statistics	2020-12-03	Paper
A new financial stress index model based on support vector regression and control chart Journal of Applied Statistics	2020-11-04	Paper
Residual responses to change patterns of autocorrelated processes Journal of Applied Statistics	2020-09-28	Paper
Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified Journal of Time Series Analysis	2016-01-25	Paper
On monitoring financial stress index with extreme value theory Quantitative Finance	2014-01-17	Paper
On SPC for Short Run Autocorrelated Data Communications in Statistics. Simulation and Computation	2005-05-23	Paper

Research outcomes over time

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