Browsing All of EconStor by Author Javed, Farrukh
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
2017 | Higher order moments of the estimated tangency portfolio weights | Javed, Farrukh; Mazur, Stepan; Ngailo, Edward |
2020 | Edgeworth Expansions for Multivariate Random Sums | Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan |
2020 | Singular conditional autoregressive Wishart model for realized covariance matrices | Alfelt, Gustav; Bodnar, Taras; Javed, Farrukh; Tyrcha, Joanna |
2021 | Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach | Nguyen, Hoang; Javed, Farrukh |
2021 | A reality check on the GARCH-MIDAS volatility models | Virk, Nader; Javed, Farrukh; Awartani, Basel |
2021 | Tangency portfolio weights under a skew-normal model in small and large dimensions | Javed, Farrukh; Mazur, Stepan; Thorsén, Erik |
2023 | AI unboxed and jobs: A novel measure and firm-level evidence from three countries | Engberg, Erik; Görg, Holger; Lodefalk, Magnus; Javed, Farrukh; Längkvist, Martin; Monteiro, Natália; Nordås, Hildegunn Kyvik; Pulito, Giuseppe; Schroeder, Sarah; Tang, Aili |
2024 | AI Unboxed and Jobs: A Novel Measure and Firm-Level Evidence from Three Countries | Engberg, Erik; Görg, Holger; Lodefalk, Magnus; Javed, Farrukh; Längkvist, Martin; Monteiro, Natália Pimenta; Kyvik Nordås, Hildegunn; Schroeder, Sarah; Tang, Aili |
2024 | The method of moments for multivariate random sums | Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan |
2024 | AI unboxed and jobs: A novel measure and firm-level evidence from three countries | Engberg, Erik; Görg, Holger; Lodefalk, Magnus; Javed, Farrukh; Längkvist, Martin; Monteiro, Natália Pimenta; Nordås, Hildegunn Kyvik; Pulito, Giuseppe; Schroeder, Sarah; Tang, Aili |
2024 | Artificial intelligence, hiring and employment: Job postings evidence from Sweden | Engberg, Erik; Hellsten, Mark; Javed, Farrukh; Lodefalk, Magnus; Sabolová, Radka; Schroeder, Sarah; Tang, Aili |