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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial markets"
~isPartOf:"The economic history review : a journal of economic and social history"
~person:"Ajmi, Ahdi Noomen"
~subject:"Stock market"
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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