Exploring efficiency, co-integration, causality and volatility clustering in unrestricted and Islamic portfolios
Salman Ahmed Shaikh, Muhammad Hakimi Mohd. Shafiai, Abdul Ghafar Ismail, and Mohd. Adib Ismail
| Year of publication: |
[2016]
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| Authors: | Shaikh, Salman Ahmed ; Muhammad Hakimi Mohd. Shafiai ; Abdul Ghafar Ismail ; Ismail, Mohd Adib |
| Published in: |
Islamic capital markets : volatility, performance and stability. - [Schweiz] : Palgrave Macmillan, ISBN 978-3-319-33990-0. - 2016, p. 101-122
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| Subject: | Market efficiency | Weak-form efficiency | Capital markets | Volatility | Islamic portfolios | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Effizienzmarkthypothese | Efficient market hypothesis | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Islamische Staaten | Islamic countries | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-33991-7_6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011533476