Hamdi Raïssi

2007

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Hamdi Raïssi trusts

Their strongest outbound trust, strongest first, inferred from their citations.

1. Richard A. Davis (in Finance)

Papers from Hamdi Raïssi's perspective

Ordered by how strongly the researchers Hamdi Raïssi trusts endorse each paper. Same corpus, a different order for every researcher.

1. Least absolute deviation estimation for all-pass time series models
2. Diagnostic Checking in ARMA Models With Uncorrelated Errors
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. Time Series: Theory and Methods
5. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
6. Testing That a Dependent Process Is Uncorrelated
7. Testing for Autocorrelation Using a Modified Box-Pierce Q Test
8. Spectral tests of the martingale hypothesis under conditional heteroscedasticity
9. The L2-structures of standard and switching-regime GARCH models
10. TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE (Econometric Theory)

Their papers

• Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (2007) — 57 citations