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

Working papers

  1. Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2008. "Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations," Pre- and Post-Print documents halshs-00270719_v1, HAL. [Downloadable!]

  2. Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Pre- and Post-Print documents halshs-00235179_v1, HAL. [Downloadable!]

  3. 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!]

  4. Abdou Kâ Diongue & Dominique Guegan, 2008. "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Pre- and Post-Print documents halshs-00259225_v1, HAL. [Downloadable!]

  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!]

  6. Abdou Kâ Diongue & Dominique Guegan, 2007. "The Stationary Seasonal Hyperbolic Asymmetric Power ARCH model," Pre- and Post-Print documents halshs-00179275_v1, HAL. [Downloadable!]

  7. Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Pre- and Post-Print documents halshs-00188264_v1, HAL. [Downloadable!]

  8. 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!]

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

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

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (5) 2007-10-27 2008-02-09 2008-02-16 2008-03-01 2008-04-15 Author is listed
  2. NEP-ENE: Energy Economics (3) 2007-12-01 2008-01-05 2008-03-01 Author is listed
  3. NEP-ETS: Econometric Time Series (6) 2007-10-27 2007-12-01 2008-02-09 2008-02-16 2008-03-01 2008-04-21 Author is listed
  4. NEP-FOR: Forecasting (2) 2007-12-01 2008-01-05 Author is listed
  5. NEP-ORE: Operations Research (5) 2008-01-05 2008-02-09 2008-02-16 2008-03-01 2008-04-21 Author is listed
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This page was last updated on 2008-4-29.

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