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~isPartOf:"International journal of Islamic and Middle Eastern finance and management"
~person:"Kim, Young Shin"
~subject:"Financial services"
~subject:"Portfolio-Management"
~subject:"Theory"
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Generalized autoregressive conditional heteroscedasticity (GARCH) and autoregressive moving average (ARMA)-generalized autoregressive conditional heteroscedasticitiy (GARCH) models
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Kim, Young Shin
Suzuki, Yasushi
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Tempered stable models for Islamic finance asset management
Bekri, Mahmoud
;
Kim, Young Shin
;
Račev, Svetlozar T.
- In:
International journal of Islamic and Middle Eastern …
7
(
2014
)
1
,
pp. 37-60
Persistent link: https://www.econbiz.de/10011335135
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