5 citations · 10 across the 9 of their papers we have counts for
4 papers · 2 filters
Parametric bootstrapping in a generalized extreme value regression model for binary response
Aba Diop, El Hadji Deme
Generalized extreme value (GEV) regression is often more adapted when we investigate a relationship between a binary response variable which represents a rare event and potenti…
Zero-inflated generalized extreme value regression model for binary data and application in health study
Aba Diop, El Hadji Deme, Aliou Diop
Logistic regression model is widely used in many studies to investigate the relationship between a binary response variable and a set of potential predictors . The b…
Adaptive Realized Hyperbolic GARCH Process: Stability and Estimation
El Hadji Mamadou Sall, El Hadji Deme, Abdou Kâ Diongue
In this paper, we propose an Adaptive Realized Hyperbolic GARCH (A-Realized HYGARCH) process to model the long memory of high-frequency time series with possible structural breaks.…
Modeling Risk via Realized HYGARCH Model
El Hadji Mamadou Sall, El Hadji Deme, Abdou Ka Diongue
In this paper, we propose the realized Hyperbolic GARCH model for the joint-dynamics of lowfrequency returns and realized measures that generalizes the realized GARCH model of Hans…