| Publication | Date of Publication | Type |
|---|
| Threshold network GARCH model | 2024-11-12 | Paper |
| Markov-switching Poisson generalized autoregressive conditional heteroscedastic models | 2023-09-16 | Paper |
| On determination of the number of factors in an approximate factor model | 2023-09-05 | Paper |
| Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations | 2023-09-05 | Paper |
| Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors | 2023-08-24 | Paper |
| Exploring the impact of air pollution on COVID-19 admitted cases. Evidence from vector error correction model (VECM) approach in explaining the relationship between air pollutants towards COVID-19 cases in Kuwait | 2022-08-23 | Paper |
| A factor-GARCH model for high dimensional volatilities | 2022-07-15 | Paper |
| Subset selection of double-threshold moving average models through the application of the Bayesian method | 2022-02-02 | Paper |
| Moving dynamic principal component analysis for non-stationary multivariate time series | 2021-11-23 | Paper |
| Generalized principal component analysis for moderately non-stationary vector time series | 2021-05-07 | Paper |
| Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method | 2020-07-14 | Paper |
| A scalar dynamic conditional correlation model: structure and estimation | 2018-10-29 | Paper |
| Bayesian analysis of multiple thresholds autoregressive model | 2017-06-27 | Paper |
| Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach | 2017-04-11 | Paper |
| Estimation and tests for power-transformed and threshold GARCH models | 2016-06-03 | Paper |
| Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models | 2014-12-02 | Paper |
| Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models | 2014-06-12 | Paper |
| On determination of cointegration ranks | 2012-08-18 | Paper |
| Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs | 2012-05-18 | Paper |
| Weighted least absolute deviations estimation for ARMA models with infinite variance | 2012-05-14 | Paper |
| A Bayesian nonlinearity test for threshold moving average models | 2011-11-26 | Paper |
| Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model | 2011-08-02 | Paper |
| Determining the number of factors in a multivariate error correction-volatility factor model | 2010-06-08 | Paper |
| ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS | 2010-02-26 | Paper |
| Modelling multiple time series via common factors | 2009-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3549521 | 2008-12-30 | Paper |
| On tail behavior of nonlinear autoregressive functional conditional heteroscedastic model with heavy-tailed innovations | 2007-05-29 | Paper |
| Tail dependence of random variables from ARCH and heavy-tailed bilinear models | 2006-09-22 | Paper |
| Stationary solution and parametric estimation for bilinear model driven by ARCH noises | 2006-09-22 | Paper |
| How does innovation's tail risk determine marginal tail risk of a stationary financial time series? | 2005-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4428150 | 2003-09-14 | Paper |
| Asymptotic expansion for distribution function of moment estimator for the extreme-value index. | 2002-08-15 | Paper |
| Some results on estimation of the tail index of a distribution | 2001-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516392 | 2000-11-28 | Paper |
| Asymptotic Expansions of Estimators for the Tail Index with Applications | 1999-11-23 | Paper |
| Asymptotic expansions for the distribution functions of Pickands-type estimators | 1999-03-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4352962 | 1997-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854873 | 1995-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4842797 | 1995-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4016129 | 1992-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3482625 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3803906 | 1988-01-01 | Paper |
