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~person:"Mansur Masih"
~subject:"MGARCH-DCC"
~subject:"Schätzung"
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MGARCH-DCC
Schätzung
Aktienmarkt
12
Stock market
12
Islamic finance
10
Islamisches Finanzsystem
10
Portfolio selection
8
Portfolio-Management
8
State space model
8
Zustandsraummodell
8
Estimation
6
Method of moments
6
Momentenmethode
6
Islamic countries
5
Islamische Staaten
5
Regression analysis
5
Regressionsanalyse
5
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
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4
Volatility
4
Volatilität
4
Bank
3
Capital structure
3
EU countries
3
EU-Staaten
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Economic growth
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Islam
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Kapitalstruktur
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Leverage
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Wirtschaftswachstum
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portfolio diversification
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Anleihe
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Ansteckungseffekt
2
Asia
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Asien
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English
9
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Mansur Masih
Masih, Mansur
12
Dewandaru, Ginanjar
4
Obiyathulla Ismath Bacha
4
Alaoui, Abdelkader O. el
3
Chowdhury, Mohammad Ashraful Ferdous
3
Asutay, Mehmet
2
Karim, Muhammad Mahmudul
2
Abdul Aziz Buriev
1
Al Shugaa, Ameen
1
Ariff, Mohamed
1
Bacha, Obiyadulla
1
Buerhan Saiti
1
Chunxiu, Ma
1
Hakim, Idwan
1
Haque, Md. Mahmudul
1
Izlin Ismail
1
Jaffar, Yusuf
1
Kamil, Nazrol
1
Kawsar, Najmul Haque
1
Majid, Hamdan Abdul
1
Masih, Rumi
1
Mohamad, Sharifah Fairuz Syed
1
Mohamed Ariff
1
Mohd Pisal Zainal
1
Nagayev, Ruslan
1
Najeeb, Syed Faiq
1
Omer, Gamal Salih
1
Rosly, Saiful A.
1
Yusuf Jaffar
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Economic modelling
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
Macroeconomics and finance in emerging market economies
1
The Singapore economic review
1
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ECONIS (ZBW)
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Does foreign aid help or hinder the institutional quality of the recipient country? : new evidence from the OIC countries
Chowdhury, Mohammad Ashraful Ferdous
;
Mohamed Ariff
; …
- In:
The Singapore economic review
67
(
2022
)
1
,
pp. 189-218
Persistent link: https://www.econbiz.de/10013191662
Saved in:
2
Re-examining oil and BRICS' stock markets : new evidence from wavelet and MGARCH-DCC
Karim, Muhammad Mahmudul
;
Chowdhury, Mohammad Ashraful …
- In:
Macroeconomics and finance in emerging market economies
15
(
2022
)
2
,
pp. 196-214
Persistent link: https://www.econbiz.de/10013350326
Saved in:
3
Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? : wavelet-based Granger-causality, asymmetric quantile regression a...
Karim, Muhammad Mahmudul
;
Kawsar, Najmul Haque
;
Ariff, …
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-44
Persistent link: https://www.econbiz.de/10013357245
Saved in:
4
Unraveling the financial contagion in European stock markets during financial crises : multi-timescale analysis
Dewandaru, Ginanjar
;
Masih, Rumi
;
Mansur Masih
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 859-880
Persistent link: https://www.econbiz.de/10012123522
Saved in:
5
Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches
Yusuf Jaffar
;
Dewandaru, Ginanjar
;
Mansur Masih
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 1320-1336
Persistent link: https://www.econbiz.de/10012123592
Saved in:
6
Portfolio diversification benefits at different investment horizons during the Arab Uprisings : Turkish perspectives based on MGARCH-DCC and wavelet approaches
Abdul Aziz Buriev
;
Dewandaru, Ginanjar
;
Mohd Pisal Zainal
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3272-3293
Persistent link: https://www.econbiz.de/10012125782
Saved in:
7
Re-examining the determinants of Islamic bank performance : new evidence from dynamic GMM, quantile regression, and wavelet coherence approaches
Chowdhury, Mohammad Ashraful Ferdous
;
Haque, Md. Mahmudul
; …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1519-1534
Persistent link: https://www.econbiz.de/10011823816
Saved in:
8
Leverage versus volatility : evidence from the capital structure of European firms
Alaoui, Abdelkader O. el
;
Obiyathulla Ismath Bacha
; …
- In:
Economic modelling
62
(
2017
),
pp. 145-160
Persistent link: https://www.econbiz.de/10011813362
Saved in:
9
Shari'ah screening, market risk and contagion : a multi-country analysis
Alaoui, Abdelkader O. el
;
Obiyathulla Ismath Bacha
; …
- In:
Journal of economic behavior & organization : JEBO
132
(
2016
),
pp. 93-112
Persistent link: https://www.econbiz.de/10011702872
Saved in:
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