Abdelhakim Aknouche
Qassim University
H-index: 14
Asia-Saudi Arabia
Top articles of Abdelhakim Aknouche
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Noising the GARCH volatility: A random coefficient GARCH model | Abdelhakim Aknouche Bader Almohaimeed Stefanos Dimitrakopoulos | 2024/3/15 | |
A multiplicative thinning‐based integer‐valued GARCH model | Journal of Time Series Analysis | Abdelhakim Aknouche Manuel G Scotto | 2024/1 |
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models | Journal of Econometrics | Abdelhakim Aknouche Christian Francq | 2023/12/1 |
Autoregressive conditional proportion: A multiplicative‐error model for (0, 1)‐valued time series | Journal of Time Series Analysis | Abdelhakim Aknouche Stefanos Dimitrakopoulos | 2023/7 |
Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs | arXiv preprint arXiv:2312.11137 | Abdelhakim Aknouche Sonia Gouveia Manuel Scotto | 2023/12/18 |
Forecasting transaction counts with integer-valued GARCH models | Studies in Nonlinear Dynamics & Econometrics | Abdelhakim Aknouche Bader S Almohaimeed Stefanos Dimitrakopoulos | 2022/10/4 |
Stationarity and ergodicity of Markov switching positive conditional mean models | Journal of Time Series Analysis | Abdelhakim Aknouche Christian Francq | 2022/5 |
Periodic autoregressive conditional duration | Journal of Time Series Analysis | Abdelhakim Aknouche Bader Almohaimeed Stefanos Dimitrakopoulos | 2022/1 |
Count and duration time series with equal conditional stochastic and mean orders | Econometric Theory | Abdelhakim Aknouche Christian Francq | 2021/4 |
Ordinal-response models for irregularly spaced transactions: A forecasting exercise | Stefanos Dimitrakopoulos Mike G Tsionas Abdelhakim Aknouche | 2020/10/1 | |
Bayesian analysis of periodic asymmetric power GARCH models | Studies in Nonlinear Dynamics & Econometrics | Abdelhakim Aknouche Nacer Demmouche Stefanos Dimitrakopoulos Nassim Touche | 2020/7/28 |
On an integer-valued stochastic intensity model for time series of counts | Abdelhakim Aknouche Stefanos Dimitrakopoulos | 2020/1/1 |
