Estimating value‐at‐risk models for non‐conventional equity market index-Reference-Cited by-同舟云学术

Estimating value‐at‐risk models for non‐conventional equity market index

Published:2021-06-29 Issue:1 Volume:40 Page:63-76
ISSN:1058-3300
Container-title:Review of Financial Economics
language:en
Short-container-title:Rev Financ Econ

Author:

Baig Ahmed S.¹^ORCID,Butt Hassan A.²,Khalid Rizwan³

Affiliation:

1. Department of Finance College of Business and Economics Boise State University Boise ID USA

2. Department of Business Administration Robert W. Plaster College of Business Missouri Southern State University Joplin MO USA

3. Suleman Dawood School of Business Lahore University of Management Sciences Lahore, Punjab Pakistan

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/rfe.1139

Reference41 articles.

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3. Return performance, leverage effect, and volatility spillover in Islamic stock indices evidence from DJIMI, FTSEGII and KLSI;Albaity M.;Investment Management and Financial Innovations,2011

4. THE RELATIVE RISK PERFORMANCE OF ISLAMIC FINANCE: A NEW GUIDE TO LESS RISKY INVESTMENTS

5. Forecasting risk in the US dollar exchange rate under volatility shifts;Anjum H.;North American Journal of Economics and Finance,2020

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