Tempered stable models for Islamic finance asset management

Mahmoud Bekri, Young Shin Aaron Kim and Svetlozar Zari T. Rachev

Year of publication:	2014
Authors:	Bekri, Mahmoud ; Kim, Young Shin ; Račev, Svetlozar T.
Published in:	International journal of Islamic and Middle Eastern finance and management. - Bingley : Emerald, ISSN 1753-8394, ZDB-ID 2460750-2. - Vol. 7.2014, 1, p. 37-60
Subject:	Generalized autoregressive conditional heteroscedasticity (GARCH) and autoregressive moving average (ARMA)-generalized autoregressive conditional heteroscedasticitiy (GARCH) models \| Islamic finance asset management \| Islamic financial market \| Risk management in Islamic finance \| Stable and tempered stable distributions \| Value at risk (VaR) and Average value at risk (AVaR) \| Islamisches Finanzsystem \| Islamic finance \| ARCH-Modell \| ARCH model \| Risikomaß \| Risk measure \| Risikomanagement \| Risk management \| Portfolio-Management \| Portfolio selection \| Statistische Verteilung \| Statistical distribution \| Schätztheorie \| Estimation theory \| ARMA-Modell \| ARMA model \| Zeitreihenanalyse \| Time series analysis \| Islamische Staaten \| Islamic countries

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

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