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Farrukh Javed

Tjänstetitel: Universitetslektor Organisation: Handelshögskolan vid Örebro universitet

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Telefon: 019 303406

Rum: N4027

Farrukh Javed

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Om Farrukh Javed

Farrukh Javed är Senior Universitetslektor för statistik vid Handelshögskolan. Hans forskningsintressen ligger i stor sett på matematisk statistik, stokastisk modellering, statistisk inlärning och beräkningsmässigt intensiva metoder för statistik. För närvarande är han involverad i flera projekt relaterade till icke-linjära och icke-gaussiska stokastiska modeller och statistisk inferens med inriktning på finansiella data.

 

Forskningsprojekt

Forskargrupper

Publikationer

Publikationer

Artiklar i tidskrifter |  Konferensbidrag |  Manuskript |  Rapporter | 

Artiklar i tidskrifter

Awartani, B. , Javed, F. , Maghyereh, A. & Virk, N. (2018). Time-varying transmission between oil and equities in the MENA region: New evidence from DCC-MIDAS analyses. Review of Development Finance, 8 (2), 116-126.
Virk, N. & Javed, F. (2017). European equity market integration and joint relationship of conditional volatility and correlations. Journal of International Money and Finance, 71, 53-77.
Javed, F. & Podgórski, K. (2017). Tail Behavior and Dependence Structure in the APARCH Model. Journal of Time Series Econometrics, 9 (2).
Javed, F. & Mantalos, P. (2015). Sensitivity of the causality in variance tests to GARCH(1,1) processes. Chilean Journal of Statistics, 6 (1), 49-65.
Javed, F. & Podgórski, K. (2014). Leverage Effect for Volatility with Generalized Laplace Error. Economic Quality Control, 29 (2), 157-166.
Bohl, M. T. , Javed, F. & Stephan, P. M. (2013). Do Commodity Index Traders Destabilize Agricultural Futures Prices?. Applied Economics Quarterly, 59 (2), 125-148.
Javed, F. (2013). Effect of jumps on causation patterns: an international investigation. International Journal of Computational Economics and Econometrics, 3 (3/4), 187-204.
Javed, F. & Mantalos, P. (2013). GARCH-Type Models and Performance of Information Criteria. Communications in statistics. Simulation and computation, 42 (8), 1917-1933.
Asgharian, H. , Hou, A. J. & Javed, F. (2013). The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach. Journal of Forecasting, 32 (7), 600-612.

Konferensbidrag

Javed, F. , Thomas, I. & Memedi, M. (2018). A comparison of feature selection methods when using motion sensors data: a case study in Parkinson’s disease. Konferensbidrag vid 40th Annual International Conference of the IEEE Engineering in Medicine and Biology Society (EMBC'18), Honolulu, Hawaii, USA, July 17-21, 2018. IEEE.
Ulfat, I. , Javed, F. , Abbasi, F. A. , Kanwal, F. , Usman, A. , Jahangir, M. & Ahmed, F. (2012). Estimation of solar energy potential for Islamabad, Pakistan. Konferensbidrag vid Terragreen 2012: Clean Energy Solutions for Sustainable Environment (CESSE) (ss. 1496-1500). Elsevier.

Manuskript

Javed, F. , Loperfido, N. & Mazur, S. Fourth Cumulant of Multivariate Aggregate Claim Models.

Rapporter

Javed, F. , Mazur, S. & Ngailo, E. (2017). Higher order moments of the estimated tangency portfolio weights. Örebro, Sweden: Örebro University School of Business (Working Papers, School of Business 10).