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2 results for Stock market indices.

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Parametric Value-at-Risk Analysis: Evidence from Islamic and Conventional Stock Market
by Majoul Neila and Hellara Slaheddine
International Journal of Business and Risk Management. 2018, 1(1), 37-54. DOI: 10.12691/ijbrm-1-1-5
Pub. Date: June 05, 2018Views: 4004Downloads: 3162
value-at-risk GARCH models risk Stock market indices Islamic finance
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Time Varying Downside Betas: Evidence from Conventional and Islamic Indices
by Majoul Neila and Hellara Slaheddine
International Journal of Global Energy Markets and Finance. 2018, 1(1), 26-40. DOI: 10.12691/ijgefm-1-1-5
Pub. Date: August 03, 2018Views: 2823Downloads: 2178
Time-Varying Beta CAPM downside risk measures Stock market indices Islamic finance
Abstract Full Text PDF (1655 KB) Full Text HTML Full Text ePUB (1355 KB)
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