Abdelouahab Bibi

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 Abdelouahab Bibi 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

Papers from Abdelouahab Bibi's perspective

Ordered by how strongly the researchers Abdelouahab Bibi 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. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  3. Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
  4. Large Sample Properties of Parameter Estimates for Periodic ARMA Models
  5. GARCH processes: structure and estimation
  6. Periodic Time Series Models
  7. Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero
  8. A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Asymptotic theory for multivariate GARCH processes

Their papers