Estimation of dynamic conditional correlations of Shariah-compliant stock indices through the application of multivariate GARCH approach
A major issue in both Islamic finance and conventional finance is whether the shocks to the volatilities in the asset returns are substitutes or complements in terms of taking risk. An understanding of how volatilities of and correlations between asset returns change over time including their direct...
保存先:
主要な著者: | , , |
---|---|
フォーマット: | 論文 |
言語: | English English |
出版事項: |
INSI Publications
2013
|
主題: | |
オンライン・アクセス: | http://irep.iium.edu.my/44500/1/259-267.pdf http://irep.iium.edu.my/44500/4/AJBAS_5_259-267.pdf http://irep.iium.edu.my/44500/ http://ajbasweb.com/old/ajbas_may_2013.html |
タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|