تصفح Finance & Economics حسب الموضوع "AR (1)-GJR–GARCH (1,1)"
السجلات المعروضة 1 -- 1 من 1
-
The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia
( Springer New York LLC , 2018 , Article)This paper investigates the dynamics of volatility in the stock market using competing univariate GARCH specifications. Moreover, it provides a study of the pairwise correlation pattern of stock returns for a wide range ...