The following pages link to Mohamed El Ghourabi (Q2873013):
Displaying 8 items.
- On monitoring financial stress index with extreme value theory (Q2873014) (← links)
- Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified (Q3466886) (← links)
- On SPC for Short Run Autocorrelated Data (Q4678900) (← links)
- Value-at-risk estimation by LS-SVR and FS-LS-SVR based on GAS model (Q5034154) (← links)
- Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications (Q5082783) (← links)
- Residual Responses to Change Patterns of Autocorrelated Processes (Q5123303) (← links)
- A new financial stress index model based on support vector regression and control chart (Q5130192) (← links)
- On conditional risk estimation considering model risk (Q5138086) (← links)
