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Outlier detection based on discrete wavelet transform with application to Saudi stock market closed price series
Khudhayr A. Rashedi; Mohd Tahir Ismail; Sadam Al-Wadi; … - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 12, pp. 1-10
Persistent link: https://www.econbiz.de/10012671956
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Islam and speculation in the stock exchange
Tag El-Din, Seif I.; Hassan, M. Kabir - In: The handbook of Islamic banking, (pp. 240-255). 2007
Persistent link: https://www.econbiz.de/10003457554
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Predictability dynamics of Islamic and conventional equity markets
Sensoy, Ahmet; Aras, Güler; Hacihasanoglu, Erk - In: The North American journal of economics and finance : a … 31 (2015), pp. 222-248
Persistent link: https://www.econbiz.de/10011514222
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Dependence structure between sukuk (Islamic bonds) and stock market conditions : an empirical analysis with Archimedean copulas
Naifar, Nader; Hammoudeh, Shawkat; Al dohaiman, Mohamed S. - In: Journal of international financial markets, … 44 (2016), pp. 148-165
Persistent link: https://www.econbiz.de/10011690405
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Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem; Kalita, Mamoni; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 3, pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
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Uusing the symmetric models garch (1.1) and garch-m (1.1) to investigate volatility and persistence for the european and us financial markets
Duță, Violeta - In: Financial studies 22 (2018) 1, pp. 64-86
In this paper, we used the GARCH (1,1) and GARCH-M (1,1) models to investigate volatility and persistence at daily frequency for European and US financial markets. In the study we included fourteen stock indices (twelve Europeans and two Americans), during March 2013 - January 2017. The results...
Persistent link: https://www.econbiz.de/10011964941
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Predicting stock market volatility using MODWT with HyFIS and FS.HGD models
Alenezy, Abdullah H.; Mohd Tahir Ismail; Sadam Al-Wadi; … - In: Risks : open access journal 11 (2023) 7, pp. 1-16
We enhance the precision of predicting daily stock market price volatility using the maximum overlapping discrete wavelet transform (MODWT) spectral model and two learning approaches: the heuristic gradient descent (FS.HGD) and hybrid neural fuzzy inference system (HyFIS). The FS.HGD approach...
Persistent link: https://www.econbiz.de/10014335933
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Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
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Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of economics and financial issues … 11 (2021) 1, pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
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The dependence and dynamic correlation between Islamic and conventional insurances and stock market : a multivariate short memory approach
El Ansari, Rym Charef; El Abed, Riadh - In: Theoretical and applied economics : GAER review 27 (2020) 3/624, pp. 213-222
Persistent link: https://www.econbiz.de/10012671926