Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices
Author:
Funder
Multimedia University (MMU)
Publisher
Elsevier BV
Subject
General Medicine
Reference44 articles.
1. The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and Wavelet approaches;Abdullah;Borsa Istanbul Review,2016
2. Do Islamic stock indices outperform conventional stock indices? A stochastic dominance approach;Al-Khazali;Pacific-Basin Finance Journal,2014
3. Good news, bad news and international spillovers of stock return volatility between Japan and the U.S;Bae;Pacific-Basin Finance Journal,1994
4. Estimating and testing linear models with multiple structural changes;Bai;Econometrica,1998
5. A flexible dynamic correlation model;Baur,2006
Cited by 14 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Bidirectional Causality in Sectoral Indices and Nifty 50: A Python Based Model;2024 1st International Conference on Innovative Sustainable Technologies for Energy, Mechatronics, and Smart Systems (ISTEMS);2024-04-26
2. Optimizing market risk evaluation of small and medium sized enterprises through hamacher interactive power geometric technique under uncertainty;Journal of Intelligent & Fuzzy Systems;2024-04-18
3. Exploring the nexus between sectoral stock market fluctuations and macroeconomics changes before and during the COVID-19 pandemic;Cogent Business & Management;2024-04-09
4. Volatility spillover among the sectors of emerging and developed markets: a hedging perspective;Cogent Economics & Finance;2024-02-20
5. Fuzzy Logic-Based Outlier Detection Technique for Supporting Stock Market Trading Decision;Algorithms for Intelligent Systems;2023
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3