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Farrukh Javed
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The importance of the macroeconomic variables in forecasting stock return variance: A GARCH‐MIDAS approach
H Asgharian, AJ Hou, F Javed
Journal of Forecasting 32 (7), 600-612, 2013
2552013
GARCH-type models and performance of information criteria
F Javed, P Mantalos
Communications in Statistics-Simulation and Computation 42 (8), 1917-1933, 2013
602013
Estimation of solar energy potential for Islamabad, Pakistan
I Ulfat, F Javed, FA Abbasi, F Kanwal, A Usman, M Jahangir, F Ahmed
Energy Procedia 18, 1496-1500, 2012
522012
European equity market integration and joint relationship of conditional volatility and correlations
N Virk, F Javed
Journal of International Money and Finance 71, 53-77, 2017
442017
Do commodity index traders destabilize agricultural futures prices?
MT Bohl, F Javed, PM Stephan
Applied Economics Quarterly 59, 125-148, 2013
392013
Impact of depressed skull fracture surgery on outcome of head injury patients
S Ahmad, A Afzal, L Rehman, F Javed
Pakistan journal of medical sciences 34 (1), 130, 2018
262018
Bayesian convolutional neural network-based models for diagnosis of blood cancer
ME Billah, F Javed
Applied Artificial Intelligence 36 (1), 2011688, 2022
212022
Sensitivity of the Causality in Variance Test to the GARCH (1, 1) Parameters
F Javed, P Mantalos
Chilean Journal of Statistics 6, 49-65, 2015
19*2015
Higher order moments of the estimated tangency portfolio weights
F Javed, S Mazur, E Ngailo
Journal of Applied Statistics 48 (3), 517-535, 2021
162021
Time-varying transmission between oil and equities in the MENA region: New evidence from DCC-MIDAS analyses
B Awartani, F Javed, A Maghyereh, N Virk
Review of development finance 8 (2), 116-126, 2018
132018
A comparison of feature selection methods when using motion sensors data: a case study in Parkinson’s disease
F Javed, I Thomas, M Memedi
2018 40th Annual international conference of the IEEE engineering in …, 2018
132018
An analysis of fast learning methods for classifying forest cover types
H Sjöqvist, M Längkvist, F Javed
Applied Artificial Intelligence 34 (10), 691-709, 2020
122020
Recital of Some Existing Sunshine-Based Models of Global Solar Radiation for Selected Stations of Punjab, Pakistan: A Comparative Study (Vol. 36)
I Ulfat, F Ahmed, F Javed, A Usman, F Kanwal
Karachi University Journal of Science 36, 19-22, 2008
72008
Importance of macroeconomic variables for variance prediction: A GARCH-MIDAS approach
F Javed, H Asgharian, AJ Hou
J. Forecast 32, 600-612, 2013
62013
Singular conditional autoregressive Wishart model for realized covariance matrices
G Alfelt, T Bodnar, F Javed, J Tyrcha
Journal of business & economic statistics 41 (3), 833-845, 2023
52023
Edgeworth expansions for multivariate random sums
F Javed, N Loperfido, S Mazur
Econometrics and Statistics, 2021
42021
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach
H Nguyen, F Javed
Journal of Empirical Finance 73, 272-292, 2023
32023
Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data
T Duras, F Javed, K Månsson, P Sjölander, M Söderberg
Energy Economics 120, 106621, 2023
32023
Tangency portfolio weights under a skew-normal model in small and large dimensions
F Javed, E Thorsén, S Mazur
Journal of the Operational Research Society, 1-12, 2023
32023
Tail risk emanating from troubled European banking sectors
F Javed, H Sabzevari, N Virk
Finance Research Letters 43, 101952, 2021
32021
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Articles 1–20