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A statistical analysis of uncertainty for conventional and ethical stock indexes · Study

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ArticleA statistical analysis of uncertainty for conventional and ethical stock indexes

Fredj Jawadi2018

OA

Articlebronze2018

A statistical analysis of uncertainty for conventional and ethical stock indexes

Fredj Jawadi · Nabila Jawadi · Abdoulkarim Idi Cheffou

34 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1965The Behavior of Stock-Market Prices

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Year2018

Typearticle

Published2018-03-18

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations34

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.qref.2018.03.002

openalex_workW2791441069

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