Modeling and forecasting the volatility of Islamic unit trust in Malaysia using GARCH model

• Main Authors: Ismail, N., Ismail, M.T., Karim, S.A.A., Hamzah, F.M.
• Format: Conference or Workshop Item
• Published: American Institute of Physics Inc. 2015
• Online Access: https://www.scopus.com/inward/record.uri?eid=2-s2.0-84984540687&doi=10.1063%2f1.4932500&partnerID=40&md5=17b36a52be98ef5cbcf1bb858f96038b; http://eprints.utp.edu.my/31651/

Due to the tremendous growth of Islamic unit trust in Malaysia since it was first introduced on 12th of January 1993 through the fund named Tabung Ittikal managed by Arab-Malaysian Securities, vast studies have been done to evaluate the performance of Islamic unit trust offered in Malaysia's ca...