research
∙
05/02/2021
Parametric bootstrapping in a generalized extreme value regression model for binary response
Generalized extreme value (GEV) regression is often more adapted when we...
share
research
∙
05/02/2021
Zero-inflated generalized extreme value regression model for binary data and application in health study
Logistic regression model is widely used in many studies to investigate ...
research
∙
04/30/2021
Adaptive Realized Hyperbolic GARCH Process: Stability and Estimation
In this paper, we propose an Adaptive Realized Hyperbolic GARCH (A-Reali...
research
∙
04/26/2021
Modeling Risk via Realized HYGARCH Model
In this paper, we propose the realized Hyperbolic GARCH model for the jo...
research
∙
10/06/2019
