Farhat Iqbal

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
A new ridge estimator for linear regression model with some challenging behavior of error term Communications in Statistics. Simulation and Computation	2025-06-13	Paper
Bagging-based ridge estimators for a linear regression model with non-normal and heteroscedastic errors Communications in Statistics. Simulation and Computation	2025-06-12	Paper
DIAGNOSTIC TEST FOR GARCH MODELS BASED ON ABSOLUTE RESIDUAL AUTOCORRELATIONS Pakistan Journal of Statistics and Operation Research	2023-04-25	Paper
Risk Forecasting of Karachi Stock Exchange: A Comparison of Classical and Bayesian GARCH Models Pakistan Journal of Statistics and Operation Research	2023-04-25	Paper
Bayesian inference of multivariate rotated GARCH models with skew returns Communications in Statistics. Simulation and Computation	2022-06-21	Paper
A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models Journal of Forecasting	2018-10-11	Paper
Diagnostic checking for GARCH-type models Communications in Statistics: Theory and Methods	2013-05-13	Paper
A Weighted Linear Estimator of Multivariate ARCH Parameters Communications in Statistics. Simulation and Computation	2011-07-13	Paper

Research outcomes over time

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