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Employment (3)

Örebro University, School of Business: Örebro, SE

2015-08-15 to present | Assistant Professor (Statistics)
Employment
Source: Self-asserted source
Farrukh Javed

Lunds University: Lund, SE

2013-07-01 to 2015-06-30 | Post doc (Statistics)
Employment
Source: Self-asserted source
Farrukh Javed

Lund University: Lund, SE

2012-07-01 to 2013-06-30 | Research Associate (Statistics)
Employment
Source: Self-asserted source
Farrukh Javed

Education and qualifications (1)

Lund University: Lund, SE

2007-11-19 to 2012-06-04 | PhD (Statistics)
Education
Source: Self-asserted source
Farrukh Javed

Works (27)

The method of moments for multivariate random sums in the Poisson-Skew-Normal case

Statistics & Probability Letters
2025-04 | Journal article
DOI: 10.1016/j.spl.2024.110338
Contributors: Farrukh Javed; Nicola Loperfido; Stepan Mazur
Source: check_circle
Crossref

Nonlinear forecasting with many predictors using mixed data sampling kernel ridge regression models

Annals of Operations Research
2025-01-23 | Journal article
DOI: 10.1007/s10479-025-06486-y
Contributors: Deliang Dai; Farrukh Javed; Peter Karlsson; Kristofer Månsson
Source: check_circle
Crossref

Bayesian Convolutional Neural Network-based Models for Diagnosis of Blood Cancer

Applied Artificial Intelligence
2022 | Journal article
Source: Self-asserted source
Farrukh Javed

Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity

Applied Economics
2022 | Journal article
Source: Self-asserted source
Farrukh Javed

Singular conditional autoregressive Wishart model for realized covariance matrices

Journal of Business & Economic Statistics
2022 | Journal article
Source: Self-asserted source
Farrukh Javed

Edgeworth expansions for multivariate random sums

Econometrics and Statistics
2021 | Journal article
Source: Self-asserted source
Farrukh Javed

Higher order moments of the estimated tangency portfolio weights

Journal of Applied Statistics
2021 | Journal article
Source: Self-asserted source
Farrukh Javed

Tail risk emanating from troubled European banking sectors

Finance Research Letters
2021 | Journal article
DOI: 10.1016/j.frl.2021.101952
Source: Self-asserted source
Farrukh Javed
grade
Preferred source (of 2)‎

An analysis of fast learning methods for classifying forest cover types

Applied Artificial Intelligence
2020 | Journal article
DOI: 10.1080/08839514.2020.1771523
Source: Self-asserted source
Farrukh Javed
grade
Preferred source (of 2)‎

A comparison of feature selection methods when using motion sensors data: a case study in Parkinson’s disease

2018 40th Annual International Conference of the IEEE Engineering in Medicine and Biology Society (EMBC)
2018 | Conference paper
Source: Self-asserted source
Farrukh Javed

Time-varying transmission between oil and equities in the MENA region: New evidence from DCC-MIDAS analyses

Review of development finance
2018 | Journal article
DOI: 10.1016/j.rdf.2018.11.001
Source: Self-asserted source
Farrukh Javed
grade
Preferred source (of 2)‎

European equity market integration and joint relationship of conditional volatility and correlations

Journal of International Money and Finance
2017 | Journal article
Source: Self-asserted source
Farrukh Javed

Higher moments of the estimated tangency portfolio weights

2017 | Report
Source: Self-asserted source
Farrukh Javed

Tail behavior and dependence structure in the APARCH model

Journal of Time Series Econometrics
2017 | Journal article
Source: Self-asserted source
Farrukh Javed

Volatility leverage autoregressive models with non-Gaussian innovations

2017 | Other
Source: Self-asserted source
Farrukh Javed

European equity market integration and joint relationship of conditional volatility and correlations

Journal of International Money and Finance
2017-03 | Journal article
DOI: 10.1016/j.jimonfin.2016.10.007
Contributors: Nader Virk; Farrukh Javed
Source: check_circle
Crossref

Sensitivity of the Causality in Variance Test to the GARCH (1, 1) Parameters

Chilean Journal of Statistics
2015 | Journal article
Source: Self-asserted source
Farrukh Javed

Sensitivity of the causality in variance tests to GARCH (1; 1) processes.

Chilean Journal of Statistics (ChJS)
2015 | Journal article
Source: Self-asserted source
Farrukh Javed

Leverage effect for volatility with generalized laplace error

Economic Quality Control
2014 | Journal article
Source: Self-asserted source
Farrukh Javed

Leverage effect for volatility with generalized Laplace error

Economic Quality Control
2014 | Journal article
Source: Self-asserted source
Farrukh Javed

Do commodity index traders destabilize agricultural futures prices?

Applied Economics Quarterly
2013 | Journal article
Source: Self-asserted source
Farrukh Javed

Effect of jumps on causation patterns: an international investigation

International Journal of Computational Economics and Econometrics
2013 | Journal article
Source: Self-asserted source
Farrukh Javed

GARCH-type models and performance of information criteria

Communications in Statistics-Simulation and Computation
2013 | Journal article
Source: Self-asserted source
Farrukh Javed

The importance of the macroeconomic variables in forecasting stock return variance: A GARCH-MIDAS approach

Journal of Forecasting
2013 | Journal article
Source: Self-asserted source
Farrukh Javed

Estimation of solar energy potential for Islamabad, Pakistan

Energy Procedia
2012 | Journal article
Source: Self-asserted source
Farrukh Javed

Correlation Analysis of Monthly Average Daily Global Solar Radiation with Cloudiness for Karachi, Pakistan

Karachi University Journal of Science
2011 | Journal article
Source: Self-asserted source
Farrukh Javed

Recital of Some Existing Sunshine-Based Models of Global Solar Radiation for Selected Stations of Punjab, Pakistan: A Comparative Study (Vol. 36)

Karachi University Journal of Science
2008 | Journal article
Source: Self-asserted source
Farrukh Javed

Peer review (2 reviews for 2 publications/grants)

Review activity for Computational statistics. (1)
Review activity for Journal of statistical theory and practice. (1)
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