The importance of the macroeconomic variables in forecasting stock return variance: A GARCH‐MIDAS approach H Asgharian, AJ Hou, F Javed Journal of Forecasting 32 (7), 600-612, 2013 | 297 | 2013 |
GARCH-type models and performance of information criteria F Javed, P Mantalos Communications in Statistics-Simulation and Computation 42 (8), 1917-1933, 2013 | 65 | 2013 |
Estimation of solar energy potential for Islamabad, Pakistan I Ulfat, F Javed, FA Abbasi, F Kanwal, A Usman, M Jahangir, F Ahmed Energy Procedia 18, 1496-1500, 2012 | 56 | 2012 |
European equity market integration and joint relationship of conditional volatility and correlations N Virk, F Javed Journal of International Money and Finance 71, 53-77, 2017 | 50 | 2017 |
Do commodity index traders destabilize agricultural futures prices? MT Bohl, F Javed, PM Stephan Applied Economics Quarterly 59, 125-148, 2013 | 41 | 2013 |
Bayesian convolutional neural network-based models for diagnosis of blood cancer ME Billah, F Javed Applied Artificial Intelligence 36 (1), 2011688, 2022 | 34 | 2022 |
Sensitivity of the Causality in Variance Test to the GARCH (1, 1) Parameters F Javed, P Mantalos Chilean Journal of Statistics 6, 49-65, 2015 | 21* | 2015 |
Higher order moments of the estimated tangency portfolio weights F Javed, S Mazur, E Ngailo Journal of Applied Statistics 48 (3), 517-535, 2021 | 20 | 2021 |
Time-varying transmission between oil and equities in the MENA region: New evidence from DCC-MIDAS analyses B Awartani, F Javed, A Maghyereh, N Virk Review of development finance 8 (2), 116-126, 2018 | 18 | 2018 |
Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data T Duras, F Javed, K Månsson, P Sjölander, M Söderberg Energy Economics 120, 106621, 2023 | 16 | 2023 |
An analysis of fast learning methods for classifying forest cover types H Sjöqvist, M Längkvist, F Javed Applied Artificial Intelligence 34 (10), 691-709, 2020 | 15 | 2020 |
A comparison of feature selection methods when using motion sensors data: a case study in Parkinson’s disease F Javed, I Thomas, M Memedi 2018 40th Annual international conference of the IEEE engineering in …, 2018 | 15 | 2018 |
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach H Nguyen, F Javed Journal of Empirical Finance 73, 272-292, 2023 | 9 | 2023 |
Singular conditional autoregressive Wishart model for realized covariance matrices G Alfelt, T Bodnar, F Javed, J Tyrcha Journal of business & economic statistics 41 (3), 833-845, 2023 | 9 | 2023 |
Edgeworth expansions for multivariate random sums F Javed, N Loperfido, S Mazur Econometrics and Statistics 31, 66-80, 2024 | 7 | 2024 |
AI unboxed and jobs: A novel measure and firm-level evidence from three countries E Engberg, H Görg, M Lodefalk, F Javed, M Längkvist, NP Monteiro, ... RF Berlin-CReAM Discussion Paper Series, 2024 | 7 | 2024 |
Recital of Some Existing Sunshine-Based Models of Global Solar Radiation for Selected Stations of Punjab, Pakistan: A Comparative Study (Vol. 36) I Ulfat, F Ahmed, F Javed, A Usman, F Kanwal Karachi University Journal of Science 36, 19-22, 2008 | 7 | 2008 |
Tangency portfolio weights under a skew-normal model in small and large dimensions F Javed, E Thorsén, S Mazur Journal of the Operational Research Society, 1-12, 2023 | 6 | 2023 |
Importance of macroeconomic variables for variance prediction: A GARCH-MIDAS approach F Javed, H Asgharian, AJ Hou J. Forecast 32, 600-612, 2013 | 6 | 2013 |
Tail risk emanating from troubled European banking sectors F Javed, H Sabzevari, N Virk Finance Research Letters 43, 101952, 2021 | 5 | 2021 |