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Subject
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Aktienmarkt 2 Arabische Golf-Staaten 2 CAPM 2 Estimation 2 GCC stock markets 2 Gulf countries 2 Risiko 2 Risk 2 Schätzung 2 Stock market 2 scaling 2 systematic (market) risk 2 wavelets CAPM 2 Ausfuhrverbot 1 Capital income 1 Embargo 1 Export ban 1 Kapitaleinkommen 1 Katar 1 Portfolio selection 1 Portfolio-Management 1 Qatar 1 Qatar exchange All Shares (QEAS) 1 State space model 1 Tadawul 1 Zustandsraummodell 1
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Mabrouk, Anouar Ben 2 Arfaoui, Sabrine 1 Hamrita, Mohamed Essaied 1
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Quantitative finance and economics 2
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Wavelet-based systematic risk estimation for GCC stock markets and impact of the embargo on the Qatar case
Mabrouk, Anouar Ben; Arfaoui, Sabrine; Hamrita, Mohamed … - In: Quantitative finance and economics 7 (2023) 2, pp. 287-336
Persistent link: https://www.econbiz.de/10015121027
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Wavelet-based systematic risk estimation: application on GCC stock markets: theSaudi Arabia case
Mabrouk, Anouar Ben - In: Quantitative finance and economics 4 (2020) 4, pp. 542-595
Persistent link: https://www.econbiz.de/10012271510
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