2 papers
stat.AP2025
Modeling zero-inflated precipitation extremes
Aamar Abbas, Touqeer Ahmad, Ishfaq Ahmad
Accurate modeling of daily rainfall, encompassing both dry and wet days as well as extreme precipitation events, is critical for robust hydrological and climatological analyses. Th…
q-fin.RM2024
Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches
Shafique Ur Rehman, Touqeer Ahmad, Wu Dash Desheng +1
This study examines the interdependence between cryptocurrencies and international financial indices, such as MSCI World and MSCI Emerging Markets. We compute the value at risk, ex…