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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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The relationship between implied volatility and equity returns in South Africa
Peerbhai, Faeezah; Kunjal, Damien; Naidu, Delane D.; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 1, pp. 83-99
Persistent link: https://www.econbiz.de/10014490922
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Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.; Natarajan, Vinodh Kesavaraj; Sankar, … - In: Middle East journal of management : MEJM 10 (2023) 6, pp. 619-636
Persistent link: https://www.econbiz.de/10014424552