Browsen in EconStor gesamt nach Autor:innen Javed, Farrukh


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ErscheinungsjahrTitelAutor:innen
2017Higher order moments of the estimated tangency portfolio weightsJaved, Farrukh; Mazur, Stepan; Ngailo, Edward
2020Edgeworth Expansions for Multivariate Random SumsJaved, Farrukh; Loperfido, Nicola; Mazur, Stepan
2020Singular conditional autoregressive Wishart model for realized covariance matricesAlfelt, Gustav; Bodnar, Taras; Javed, Farrukh; Tyrcha, Joanna
2021Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approachNguyen, Hoang; Javed, Farrukh
2021A reality check on the GARCH-MIDAS volatility modelsVirk, Nader; Javed, Farrukh; Awartani, Basel
2021Tangency portfolio weights under a skew-normal model in small and large dimensionsJaved, Farrukh; Mazur, Stepan; Thorsén, Erik
2023AI unboxed and jobs: A novel measure and firm-level evidence from three countriesEngberg, Erik; Görg, Holger; Lodefalk, Magnus; Javed, Farrukh; Längkvist, Martin; Monteiro, Natália; Nordås, Hildegunn Kyvik; Pulito, Giuseppe; Schroeder, Sarah; Tang, Aili
2024AI Unboxed and Jobs: A Novel Measure and Firm-Level Evidence from Three CountriesEngberg, Erik; Görg, Holger; Lodefalk, Magnus; Javed, Farrukh; Längkvist, Martin; Monteiro, Natália Pimenta; Kyvik Nordås, Hildegunn; Schroeder, Sarah; Tang, Aili
2024The method of moments for multivariate random sumsJaved, Farrukh; Loperfido, Nicola; Mazur, Stepan
2024AI unboxed and jobs: A novel measure and firm-level evidence from three countriesEngberg, Erik; Görg, Holger; Lodefalk, Magnus; Javed, Farrukh; Längkvist, Martin; Monteiro, Natália Pimenta; Nordås, Hildegunn Kyvik; Pulito, Giuseppe; Schroeder, Sarah; Tang, Aili