Farooq Malik
Economics and Econometrics · 2002–2019
A researcher in the Science corpus: 9 papers; trusts 15 researchers and is trusted by 62 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 64 citations into it; #947 of 23,481 by trust here, #1,267 by citations
- Finance — 44 citations into it; #529 of 10,518 by trust here, #536 by citations
- Renewable Energy, Sustainability and the Environment — 10 citations into it
- Statistics and Probability — 7 citations into it
- Economics & Operations Research — 5 citations into it
Whom Farooq Malik trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tim Bollerslev
- Robert F. Engle
- Bradley T. Ewing
- Sangyeol Lee
- James D. Hamilton
- Colm Kearney
- Q. Akram
- Ctlin Stric
- Francis X. Diebold
- Perry Sadorsky
Who trusts Farooq Malik overall
- Walid Mensi
- Perry Sadorsky
- Shawkat Hammoudeh
- Mohamed Arouri
- George Filis
- A. B. Rejeb
- Stavros Degiannakis *
- Nikolaos Antonakakis
- Bradley T. Ewing
- Makram Beljid
Papers from Farooq Malik's perspective
Ordered by how strongly the researchers Farooq Malik trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Neglecting parameter changes in GARCH models
- Detecting multiple breaks in financial market volatility dynamics
- The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
- Can Precious Metals Make Your Portfolio Shine? (Journal of Investing)
- Oil price volatility and U.S. macroeconomic activity
- Do Precious Metals Shine? An Investment Perspective
- Understanding the VIX (Journal of Portfolio Management)
- Long Memory and Regime Switching
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
Their papers
- Shock and volatility transmission in the oil, US and Gulf equity markets (2007) — 440 citations
- Volatility transmission between oil prices and equity sector returns (2009) — 379 citations
- Volatility transmission in the oil and natural gas markets (2002) — 202 citations
- Multivariate GARCH modeling of sector volatility transmission (2007) — 183 citations
- Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance (2005) — 112 citations
- Volatility spillovers between oil prices and the stock market under structural breaks (2016) — 180 citations
- Volatility transmission between gold and oil futures under structural breaks (2013) — 288 citations
- Is gold the best hedge and a safe haven under changing stock market volatility (2013) — 390 citations
- Dynamic connectedness of oil price shocks and exchange rates (2019) — 185 citations