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Information about:
Abdou Ka Diongue

Personal Details | Affiliation | Works
This is information that was supplied by Abdou Ka Diongue in registering through RePEc. If you are Abdou Ka Diongue , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Abdou Ka
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Last Name: Diongue
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RePEc Short-ID: pdi163

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Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2009. "BL-GARCH models with elliptical distributed innovations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368340_v1, HAL. [Downloadable!]

  2. Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00307606_v1, HAL. [Downloadable!]

  3. Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2008. "Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations," Documents de travail du Centre d'Economie de la Sorbonne b08027, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
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  4. Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne b08004, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
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  5. Abdou Kâ Diongue & Dominique Guegan, 2008. "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Documents de travail du Centre d'Economie de la Sorbonne b08013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
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  6. Abdou Kâ Diongue & Dominique Guegan, 2007. "The Stationary Seasonal Hyperbolic Asymmetric Power ARCH model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179275_v1, HAL. [Downloadable!]
    Published as:

  7. Abdou Kâ Diongue & Dominique Guégan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Documents de travail du Centre d'Economie de la Sorbonne b07058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
    Other versions:

  8. Dominique Guegan & Abdou Kâ Diongue & Bertrand Vignal, 2004. "A k- factor GIGARCH process : estimation and application to electricity market spot prices," Post-Print halshs-00188533_v1, HAL. [Downloadable!]

  9. Abdou Kâ Diongue & Dominique Guegan, 2004. "Estimating parameters for a k-GIGARCH process," Post-Print halshs-00188531_v1, HAL. [Downloadable!]

Articles

  1. Diongue, Abdou Kâ & Diop, Aliou & Ndongo, Mor, 2008. "Seasonal fractional ARIMA with stable innovations," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1404-1411, September. [Downloadable!] (restricted)

  2. Diongue, Abdou Kâ & Guégan, Dominique, 2007. "The stationary seasonal hyperbolic asymmetric power ARCH model," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1158-1164, June. [Downloadable!] (restricted)
    Other versions:

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2008-02-16 2008-04-15 2008-05-17 2009-04-25 Author is listed
  2. NEP-ENE: Energy Economics (2) 2008-01-05 2009-04-25 Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2008-02-16 2008-05-17 2009-04-25 Author is listed
  4. NEP-FMK: Financial Markets (1) 2009-04-25
  5. NEP-FOR: Forecasting (2) 2008-01-05 2009-04-25 Author is listed
  6. NEP-ORE: Operations Research (4) 2008-01-05 2008-02-16 2008-05-17 2009-04-25 Author is listed
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This page was last updated on 2009-12-5.

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