Farrukh Javed
Titel
Universitetsadjunkt
Organisation
046-2228914
Farrukh [dot] Javed [at] stat [dot] lu [dot] se
Publikationer (hämtat ur Lunds universitets publikationsdatabas)
författare
- 2013
- 2012
- Do Commodity Index Traders Destabilize Agricultural Futures Prices?
- Dynamic conditional correlation among EU countries: a DCC-MIDAS approach
- Effect of jumps on causation patterns: an international investigation
- Estimation of Solar Energy Potential for Islamabad, Pakistan
- Importance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach
- On Statistical Aspects of Modelling Financial Volatility
- Sensitivity of the causality in variance tests to GARCH(1,1) parameters
- 2011
