A statistical analysis of uncertainty for conventional and ethical stock indexes
Year of publication: |
2019
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Authors: | Jawadi, Fredj ; Jawadi, Nabila ; Cheffou, Abdoukarim Idi |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 74.2019, p. 9-17
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Subject: | Asymmetric GARCH | Impulse response function | Islamic stock index | Socially responsible investment | Uncertainty | VAR model | Investitionsentscheidung | Investment decision | Aktienindex | Stock index | Nachhaltige Kapitalanlage | Sustainable investment | Risiko | Risk | ARCH-Modell | ARCH model | VAR-Modell | Theorie | Theory |
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