Abdelhakim Aknouche

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Abdelhakim Aknouche trusts overall

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

  1. István Berkes
  2. Christian Francq
  3. S. Ling
  4. Jean-Michel Zakoian
  5. Robert B. Lund
  6. Michael Mcaleer
  7. Lajos Horv'ath
  8. Ishwar V. Basawa
  9. Piotr Kokoszka
  10. Tim Bollerslev

Papers from Abdelhakim Aknouche's perspective

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

  1. The efficiency of the estimators of the parameters in GARCH processes
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  4. Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
  5. Large Sample Properties of Parameter Estimates for Periodic ARMA Models
  6. GARCH processes: structure and estimation
  7. Periodic Time Series Models
  8. Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero
  9. A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility
  10. Generalized autoregressive conditional heteroskedasticity

Their papers