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Hakim, A.
(Abdul Hakim)
model correlation market vitamin 25- hydroxyvitamin study future 25- 0.00 hydroxyvitamin stock concentration asset cohort research return health institute dcc model variant volatility garch table exchange markets sample mcaleer association polymorphism university value var forecasts multivariate result 0.000 volatility spillovers estimate bekk model grant department malstock engle paper japbond indstock garcc model binding protein portfolio japstock moment journal index fficiency stock markets insu fficiency medicine exchange replication forecast genome-wide framingham heart study multivariate garch models variance discovery p value parameter usdmyr malbond usdjpy bollerslev indbond time-varying series condition phibond phistock usdthb spillover emerging-emerging markets usabond usdidr
3 Most Recent Publications
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Common genetic determinants of vitamin D insufficiency: A genome-wide association study
(Article)
Wang, T.J. Zhang, F. Peltonen, L. Cooper, C. O'Reilly, P.F. Houston, D.K. Glazer, N.L. Vandenput, L. Peacock, M. Shi, J. Rivadeneira Ramirez, F. McCarthy, M.I. Richards, J.B. Anneli, P. Boer, I.H. de Mangino, M. Kato, B. Smyth, D.J. Booth, S.L. Jacques, P.F. Burke, G.L. Goodarzi, M. Cheung, C.L. Kestenbaum, B. Wolf, M. Rice, K. Goltzman, D. Hidiroglou, N. Ladouceur, M. Wareham, N.J. Hocking, L.J. Hart, D.J. Arden, N.K. Malik, S. Meurs, J.B.J. van Fraser, W.D. Hartikainen, A.L. Zhai, G. Macdonald, H.M. Forouhi, N.G. Loos, R.J.F. Reid, D.M. Hakim, A. Dennison, E.M. Liu, Y. Berry, D. Power, C. Stevens, H.E. Jaana, L. Vasan, R.S. Soranzo, N. Bojunga, J. Psaty, B.M. Lorentzon, M. Foroud, T. Harris, T.B. Kiel, D.P. Hofman, A. Jansson, J.O. Cauley, J.A. Uitterlinden, A.G. Gibson, Q. Jarvelin, M.R. Karasik, D. Siscovick, D.S. Econs, M.J. Kritchevsky, S.B. Streeten, E.A. Florez, J.C. Todd, J.A. Dupuis, J. Hyppönen, E. Spector, T.D. Ohlsson, C. Koller, D.L. |
2010-06-10
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VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
(Research Paper)
Hakim, A. McAleer, M.J. |
2009-11-23
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Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
(Research Paper)
Hakim, A. McAleer, M.J. |
2009-11-23
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