An empirical study of Islamic equity as a better alternative during crisis using multivariate GARCH DCC
Syed Aun R. Rizvi; Shaista Arshad
| Year of publication: |
2014
|
|---|---|
| Authors: | Rizvi, Syed Aun R. ; Arshad, Shaista |
| Published in: |
Islamic economic studies. - Jeddah, ISSN 1319-1616, ZDB-ID 2024736-9. - Vol. 22.2014, 1, p. 159-184
|
| Subject: | Islamic equity market | Global crisis | Multivariate GARCH dynamic conditional correlations | Equity investments | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Multivariate Analyse | Multivariate analysis | Korrelation | Correlation | Finanzkrise | Financial crisis | Islamisches Finanzsystem | Islamic finance | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010441295