Robust value-at-risk forecasting of Karachi Stock Exchange

von Iqbal, Farhat
Veröffentlicht in Afro-Asian Journal of Finance and Accounting (2017)

Robust estimation of the simplified multivariate GARCH model

von Iqbal, Farhat
Veröffentlicht in Empirical economics (2013)

Robust estimation for the orthogonal GARCH model

von Iqbal, Farhat
Veröffentlicht in Manchester School of Economic Studies The Manchester School (2013)

A study of value-at-risk based on M-estimators of the conditional heteroscedastic models

von Iqbal, Farhat
Veröffentlicht in Journal of forecasting (2012)