25 Jul 2025
Nonparametric Estimation for Fractional Geometric Model with Random Effects, with application to the Nasdaq-100 stock pricesPublisher siteJournal of Statistical Theory and Practice, Financial Risk and Volatility Modeling
Active, last published 2026
In financial risk and volatility modeling
Souad
Ichi
Scholar“Research focused on Financial Risk and Volatility Modeling and adjacent fields.”
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01 · About the work
What I study
ouad Ichi is a researcher working on Financial Risk and Volatility Modeling. A fuller summary will appear once they update their profile.
02 · Reach
Publication output and reach
Souad's work has been cited 3 times across 2 active years. Bars show publications per year; the line shows cumulative citation totals across publications first appearing in each year.
03 · Research focus
Topics
Financial Risk and Volatility Modeling×2
04 · Where I am
Affiliations
Affiliation on published researchUniversité Sultan Moulay Slimane, MoroccoDrawn from the institution listed on this researcher’s published work.
05 · Selected work
Recent publications
2 works2 Dec 20233cites
Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomialsPublisher siteStatistical Inference for Stochastic Processes, Financial Risk and Volatility Modeling
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