Details about Abdou Ka DIONGUE

Access statistics for papers by Abdou Ka DIONGUE.

Last updated 2024-07-06. Update your information in the RePEc Author Service.

Short-id: pdi163

Working Papers

2018

1. On parameters estimation of the Seasonal FISSAR Model
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2018)
   Post-Print, HAL (2018)

2016

2. Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model
   Post-Print, HAL View citations (4)
   Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2016) View citations (2)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) View citations (2)
3. Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model
   Post-Print, HAL View citations (4)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) View citations (4)

2011

4. Measuring the contribution of extractive industries to local development: the case of oil companies in Nigeria
   Post-Print, HAL
   Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2011)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011)
   Post-Print, HAL (2011)
   ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2011)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011)

2010

5. BL-GARCH model with elliptical distributed innovations
   Post-Print, HAL View citations (3)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (8)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (4)

2009

6. Forecasting electricity spot market prices with a k-factor GIGARCH process
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne View citations (41)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) View citations (5)
   Post-Print, HAL (2007)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2009) View citations (28)
   Post-Print, HAL (2009) View citations (40)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) View citations (40)
   See also Journal Article Forecasting electricity spot market prices with a k-factor GIGARCH process, Applied Energy, Elsevier (2009) View citations (41) (2009)

2008

7. Estimation of k-Factor Gigarch Process: A Monte Carlo Study
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
   Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2008) View citations (2)
   Post-Print, HAL (2008) View citations (2)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (2)
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) View citations (2)
8. Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne View citations (3)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (2)
   Post-Print, HAL (2008) View citations (1)
9. The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne View citations (4)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (4)
   Post-Print, HAL (2008) View citations (2)

2007

10. The Stationary Seasonal Hyperbolic Asymmetric Power ARCH model
    Post-Print, HAL View citations (3)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) View citations (3)
    See also Journal Article The stationary seasonal hyperbolic asymmetric power ARCH model, Statistics & Probability Letters, Elsevier (2007) View citations (4) (2007)

2004

11. A k- factor GIGARCH process: estimation and application to electricity market spot prices
    Post-Print, HAL View citations (11)
12. Estimating parameters for a k-GIGARCH process
    Post-Print, HAL View citations (12)

Journal Articles

2024

1. Supervised Classification of High-Dimensional Correlated Data: Application to Genomic Data
   Journal of Classification, 2024, 41, (1), 158-169

2021

2. M-Estimate for the stationary hyperbolic GARCH models
   METRON, 2021, 79, (3), 303-351

2015

3. A classification method for binary predictors combining similarity measures and mixture models
   Dependence Modeling, 2015, 3, (1), 16

2009

4. Forecasting electricity spot market prices with a k-factor GIGARCH process
   Applied Energy, 2009, 86, (4), 505-510 View citations (41)
   See also Working Paper Forecasting electricity spot market prices with a k-factor GIGARCH process, Documents de travail du Centre d'Economie de la Sorbonne (2009) View citations (41) (2009)

2008

5. Seasonal fractional ARIMA with stable innovations
   Statistics & Probability Letters, 2008, 78, (12), 1404-1411 View citations (6)

2007

6. The stationary seasonal hyperbolic asymmetric power ARCH model
   Statistics & Probability Letters, 2007, 77, (11), 1158-1164 View citations (4)
   See also Working Paper The Stationary Seasonal Hyperbolic Asymmetric Power ARCH model, Post-Print (2007) View citations (3) (2007)