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Noor Ul Hacq Sookia

NU

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Publications

2

Citations

40

H-Index

2

Active since

2011

Affiliations

University of Mauritius(Current)

Noor Ul Hacq Sookia is an author at University of Mauritius specializing in econometrics, volatility modeling, and asset pricing.

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Publications per year

2011–2012

2

Publications

2

Forecasting Volatility of USD/MUR Exchange Rate using a GARCH (1,1) model with GED and Student’s-t errors

DN Cheong Vee, PN Gonpot, Noor Ul Hacq Sookia · University of Mauritius Research Journal · 2011 · 30 citations · Full text

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Assessing the performance of generalized autoregressive conditional heteroskedasticity-based value-at-risk models: a case of frontier markets

Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor Ul Hacq Sookia · The Journal of Risk Model Validation · 2012 · 10 citations

, , +14

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