Farrukh Javed

Variational shrinkage and excess risk in sparse normal means

Farrukh Javed
(2026) Statistics and Probability Letters, 238
Article

Who is afraid of AI? Who should be?

Erik Engberg, Holger Görg, Mark Hellsten, Farrukh Javed, Magnus Lodefalk, et al.
(2026) Kiel Policy Brief, 198
Report

Reliable leukemia detection via transfer-enhanced Bayesian CNNs

Xhesina Hita, Farrukh Javed, Stefano Lodi
(2026) Computers in Biology and Medicine, 202
Article

Artificial intelligence, hiring and employment : job postings evidence from Sweden

Erik Engberg, Mark Hellsten, Farrukh Javed, Magnus Lodefalk, Radka Sabolová, et al.
(2025) Applied Economics Letters
Article

Nonlinear forecasting with many predictors using mixed data sampling kernel ridge regression models

Deliang Dai, Farrukh Javed, Peter Karlsson, Kristofer Månsson
(2025) Annals of Operations Research
Article

The method of moments for multivariate random sums in the Poisson-Skew-Normal case

Farrukh Javed, Nicola Loperfido, Stepan Mazur
(2025) Statistics and Probability Letters, 219
Article

A reality check on the GARCH-MIDAS volatility models

Nader Virk, Farrukh Javed, Basel Awartani, Stuart Hyde
(2024) European Journal of Finance, 30 p.575-596
Article

AI unboxed and jobs: A novel measure and firm-level evidence from three countries

Erik Engberg, Holger Görg, Magnus Lodefalk, Farrukh Javed, Martin Längkvist, et al.
(2024)
Working paper

Edgeworth expansions for multivariate random sums

Farrukh Javed, Nicola Loperfido, Stepan Mazur
(2024) Econometrics and Statistics, 31 p.66-80
Article

Tangency portfolio weights under a skew-normal model in small and large dimensions

Farrukh Javed, Stepan Mazur, Erik Thorsén
(2024) Journal of the Operational Research Society, 75 p.1395-1406
Article

Using machine learning to select variables in data envelopment analysis : Simulations and application using electricity distribution data

Toni Duras, Farrukh Javed, Kristofer Månsson, Pär Sjölander, Magnus Söderberg
(2023) Energy Economics, 120
Article

Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach

Hoang Nguyen, Farrukh Javed
(2023) Journal of Empirical Finance, 73 p.272-292
Article

Tail behavior and dependence structure the APARCH model

Farrukh Javed, Krzysztof Podgorski
(2015) Working Papers in Statistics
Working paper

Leverage effect for volatility with generalized Laplace error

Krzysztof Podgorski, Farrukh Javed
(2014) Economic Quality Control, 29 p.157-166
Article

Importance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach

Hossein Asgharian, Ai Jun HOU, Farrukh Javed
(2013) Journal of Forecasting, 32 p.600-612
Specialist publication article

Do Commodity Index Traders Destabilize Agricultural Futures Prices?

Martin Bohl, Farrukh Javed, Patrick Stephan
(2013) Applied Economics Quarterly
Specialist publication article

GARCH-Type models and the performance of information criteria

Farrukh Javed, Panagiotis Mantalos
(2013) Communications in Statistics: Simulation and Computation, 42 p.1917-1933
Specialist publication article

The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach

Hossein Asgharian, Ai Jun Hou, Farrukh Javed
(2013) Journal of Forecasting, 32 p.600-612
Article

On Statistical Aspects of Modelling Financial Volatility

Farrukh Javed
(2012) Doctoral Theses in Statistics
Doctoral Thesis (compilation)

Estimation of Solar Energy Potential for Islamabad, Pakistan

Intikhab Ulfat, Muhammad Jahangir, Feroz Ahmed, Farrukh Javed
(2012) Energy Procedia, 18 p.1496-1500
Specialist publication article

Effect of jumps on causation patterns: an international investigation

Farrukh Javed
(2012) International Journal of Computational Economics and Econometrics
Specialist publication article

Correlation Analysis of Monthly Average Daily Global Solar Radiation with Cloudiness for Karachi, Pakistan

Intikhab Ulfat, Zaheeruddin Ahmed, Muhammad Jahangir, Farrukh Javed
(2011) Karachi University Journal of Science, 39 p.37-39
Specialist publication article