Abdou Ka Diongue | DeepAI

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Featured Co-authors

El Hadji Deme
5 publications
El Hadji Mamadou Sall
2 publications

research

∙ 04/30/2021

Adaptive Realized Hyperbolic GARCH Process: Stability and Estimation

In this paper, we propose an Adaptive Realized Hyperbolic GARCH (A-Reali...

0 El Hadji Mamadou Sall, et al. ∙

research

∙ 04/26/2021

Modeling Risk via Realized HYGARCH Model

In this paper, we propose the realized Hyperbolic GARCH model for the jo...

0 El Hadji Mamadou Sall, et al. ∙