This article proposes a generalized long persistence observable volatility model which comprises of leverage effect autoregressive fractionally integrated moving average model with time-varying volatility and the inclusion of heterogeneous autoregressive components as the contemporaneous...

Purpose – This study attempts to examine the relationship between service quality perception and customers' satisfaction in Malaysian Islamic banking using the SEM approach. Design/methodology/approach – This model starts with SERVQUAL measurement scales consisting of six dimensional...

Purpose – The purpose of this paper is to investigate the international information transmission of return and volatility spillovers from US and Japan markets to Asia‐Pacific markets using daily stock market return data covering the period (1991‐2004). Design/methodology/approach – This...

Purpose – This study attempts to examine the relationship between service quality perception and customers' satisfaction in Malaysian Islamic banking using the SEM approach. Design/methodology/approach – This model starts with SERVQUAL measurement scales consisting of six dimensional...

In this paper we introduce an analyzing procedure using the Kullback-Leibler information criteria (KLIC) as a statistical tool to evaluate and compare the predictive abilities of possibly misspecified density forecast models. The main advantage of this statistical tool is that we use the...

Being able to choose most suitable volatility model and distribution specification is a more demanding task. This paper introduce an analyzing procedure using the Kullback-Leibler information criteria (KLIC) as a statistical tool to evaluate and compare the predictive abilities of possibly...

This paper investigates the asymmetry and long-memory volatility behavior of the Malaysian Stock Exchange daily data over a period of 1991–2005. The long-spanning data set enable us to examine piecewise before, during and after the economic crisis encountered in the Malaysian stock market. The...

This study examines the role of customer satisfaction in enhancing the loyalty of Muslim and non-Muslim customers in the Malaysian Islamic banking industry. Respondents are the customers (Muslim and non-Muslim customers) visiting the bank counters and have an account with Islamic banks. A total...

Purpose – The purpose of this paper is to investigate the international information transmission of return and volatility spillovers from US and Japan markets to Asia-Pacific markets using daily stock market return data covering the period (1991-2004). Design/methodology/approach – This...