Items where Author is "Iqbal, Farhat"
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Number of items: 3.
Journal Article
Mukherjee, Kanchan and Iqbal, Farhat (2012) A study of Value-at-Risk based on M-estimators of the conditional heteroscedastic models. Journal of Forecasting, 31 (5). pp. 377-390. ISSN 0277-6693
Iqbal, Farhat and Mukherjee, Kanchan (2010) M-estimation for some GARCH - type models : computation and application. Statistics and Computing, 20 (4). pp. 435-445. ISSN 0960-3174
Thesis
Iqbal, Farhat (2009) Contributions to Conditional Heteroscedastic Models: M-Estimation and Other Methods. PhD thesis, Lancaster University.