Farhat Iqbal

Available identifiers

zbMath Open iqbal.farhatMaRDI QIDQ3015865

List of research outcomes

Publication	Date of Publication	Type
DIAGNOSTIC TEST FOR GARCH MODELS BASED ON ABSOLUTE RESIDUAL AUTOCORRELATIONS	2023-04-25	Paper
Risk Forecasting of Karachi Stock Exchange: A Comparison of Classical and Bayesian GARCH Models	2023-04-25	Paper
Bayesian inference of multivariate rotated GARCH models with skew returns	2022-06-21	Paper
A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models	2018-10-11	Paper
Diagnostic checking for GARCH-type models	2013-05-13	Paper
A Weighted Linear Estimator of Multivariate ARCH Parameters	2011-07-13	Paper

Research outcomes over time

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