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Analysis of financial time series : financial econometrics
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Analysis of financial time series : financial econometrics (2002)Analysis of financial time series : finan…Time series modeling for forecasting wheat production of Pakistan. (2014)Time series modeling for fore…Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? (2011)Monetary policy rules in Cent…Dynamic Copula Modelling for Value at Risk (2008)Dynamic Copula Modelling for …A factor analysis of international portfolio diversification (2008)A factor analysis of internat…Conditional VaR estimation using Pearson’s type IV distribution (2007)Conditional VaR estimation us…A Note on Non‐Negative Arma Processes (2006)A Note on Non‐Negative Arma P…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Techniques for Verifying the Accuracy of Risk Measurement Models (1995)An Introduction to Copulas (1999)Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures (2010)A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies (2019)International Diversification of Investment Portfolios (1970)Is the correlation in international equity returns constant: 1960–1990? (1995)Time‐Varying World Market Integration (1995)Modelling Australian stock market volatility (2011)Changing facets of higher education in management: a students’ perspective (2019)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Discretion versus policy rules in practice (1993)Bounds testing approaches to the analysis of level relationships (2001)The Exchange Rate Pass-Through in the New EU Member States (2011)Comparing monetary policy rules in CEE economies: A Bayesian approach (2013)Monetary policy rule in inflation targeting emerging European countries: A discrete choice approach (2015)ARCH modeling in finance (1992)Econometric modeling and value-at-risk using the Pearson type-IV distribution (2012)A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (2013)“Options, Futures, and Other Derivatives” (2016)Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions (2021)Forecasting methods and applications (1993)Time Series Analysis, Forecasting, and Control (1995)Analysis of Financial Time Series (2006)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL (2008)Wishful Thinking in Macroeconomic Expectations (2021)
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  • 2011Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter?52 cited
  • 2008A factor analysis of international portfolio diversification41 cited
  • 2007Conditional VaR estimation using Pearson’s type IV distribution39 cited
  • 2008Dynamic Copula Modelling for Value at Risk35 cited
  • 2014Time series modeling for forecasting wheat production of Pakistan.34 cited
  • 2006A Note on Non‐Negative Arma Processes30 cited

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