A statistical analysis of uncertainty for conventional and ethical stock indexes
Fredj Jawadi, Nabila Jawadi, Abdoukarim Idi Cheffou
| Year of publication: |
2019
|
|---|---|
| Authors: | Jawadi, Fredj ; Jawadi, Nabila ; Cheffou, Abdoukarim Idi |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 74.2019, p. 9-17
|
| Subject: | Asymmetric GARCH | Impulse response function | Islamic stock index | Socially responsible investment | Uncertainty | VAR model | Aktienindex | Stock index | Nachhaltige Kapitalanlage | Sustainable investment | Risiko | Risk | VAR-Modell | Theorie | Theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Börsenkurs | Share price | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2018.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012296878