Home › Researcher directory › Malika Hamrat

Malika Hamrat

Affiliation : University of Sciences and Technology Houari Boumediene · University of Algiers 3

• 1Publications (affiliation in Algeria)
• 1Total publications
• 3Citations
• 1h-index

ORCIDOpenAlex

Research profile

Malika Hamrat has 1 indexed publication (2024). Their work appears in “Statistics & Probability Letters”. Their most cited article, “The logGARCH stochastic volatility model” (2024), has been cited 3 times. Their work is co-authored with at least 2 researchers.

Is this you? Get your research seen

Create your free DzCademia profile and add your articles: they will show up more easily on Google and in AI assistants like ChatGPT, so more people can read and cite your work.

Create my free profile Add my publications

Research areas

• Stochastic processes and financial applications
• Financial Risk and Volatility Modeling
• Markov Chains and Monte Carlo Methods

Publications (1)

• The logGARCH stochastic volatility model
  2024 · Statistics & Probability Letters · cited 3 times

Co-authors

• Fayçal Hamdi
• Hafida Guerbyenne

Bibliographic data from OpenAlex (open database).