Iqbal, Farhat

(as bibtex)

Elsewhere: [math people] [google] [google scholar]

Articles (8)

• Talpur, Ghulam Hyder, Raziq, Abdul, Iqbal, Farhat. Effects of additive outliers on asymmetric GARCH models. Pakistan Journal of Statistics 2017. 33:63-74
• 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
• 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
• Iqbal, Farhat. Diagnostic Test for GARCH Models Based on Absolute Residual Autocorrelations. Pakistan Journal of Statistics and Operation Research 2013. 9:171-180
• Iqbal, Farhat. Diagnostic Checking for GARCH-Type Models. Communications in Statistics: Theory and Methods 2013. 42:934-953
• 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
• Iqbal, Farhat. A weighted linear estimator of multivariate ARCH parameters. Communications in Statistics: Simulation and Computation 2011. 40:544-560
• Iqbal, Farhat. A weighted resampling for the linear estimator of ARCH model. Journal of Statistics 2011. 18:1-9