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  • Search: subject:"conditional volatility and correlations of Islamic assets"
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MGARCH-DCC 1 conditional volatility and correlations of Islamic assets 1 forecast 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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Masih, Mansur 1 Omer, Gamal Salih 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1
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RePEc 1
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Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC
Omer, Gamal Salih; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
Volatility is a measure of variability in the price of an asset and is associated with unpredictability and uncertainty about the price. Even it is a synonym for risk; higher volatility means higher risk in the respective context. With regard to stock market, the extent of variation in stock...
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