Iqbal, Farhat
(as bibtex)
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Articles (8)
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Talpur, Ghulam Hyder, Raziq, Abdul, Iqbal, Farhat.
Effects of additive outliers on asymmetric GARCH models.
Pakistan Journal of Statistics
2017.
33:63-74
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Iqbal, Farhat.
Risk Forecasting of Karachi Stock Exchange: A Comparison of Classical and Bayesian GARCH Models.
Pakistan Journal of Statistics and Operation Research
2016.
12:453-465
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Chand, Sohail, Iqbal, Farhat.
Modelling the monthly and annual temperature series of Quetta, Pakistan.
Pakistan Journal of Statistics and Operation Research
2014.
10:389-398
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Iqbal, Farhat.
Diagnostic Test for GARCH Models Based on Absolute Residual Autocorrelations.
Pakistan Journal of Statistics and Operation Research
2013.
9:171-180
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Iqbal, Farhat.
Diagnostic Checking for GARCH-Type Models.
Communications in Statistics: Theory and Methods
2013.
42:934-953
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Mukherjee, Kanchan, Iqbal, Farhat.
A Study of Value-at-Risk Based on M-Estimators of the Conditional Heteroscedastic Models.
Journal of Forecasting
2012.
31:377-390
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Iqbal, Farhat.
A weighted linear estimator of multivariate ARCH parameters.
Communications in Statistics: Simulation and Computation
2011.
40:544-560
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Iqbal, Farhat.
A weighted resampling for the linear estimator of ARCH model.
Journal of Statistics
2011.
18:1-9