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Monte Carlo Simulation for Data Volatility Analysis of Stock Prices in Islamic Finance for Malaysia Composite Index
7 references·0 citing·30 second hop
Monte Carlo Simulation for Data Volatility Analysis of Stock Prices in Islamic Finance for Malaysia Composite Index (2019)Monte Carlo Simulation for Data Volatilit…Volatility risk and stock return predictability on global financial crises (2017)Volatility risk and stock ret…Volatility, trading volume and open interest in futures markets (2016)Volatility, trading volume an…Modeling volatility on the Karachi Stock Exchange, Pakistan (2016)Modeling volatility on the Ka…House price return volatility patterns in Turkey, Istanbul, Ankara and Izmir (2016)House price return volatility…International diversification among Islamic investments: is there any benefit (2014)International diversification…Herding behaviour and volatility in the Athens Stock Exchange (2014)Herding behaviour and volatil…Volatility of the returns and expected losses of Islamic bank financing (2010)Volatility of the returns and…Common risk factors in the returns on stocks and bonds (1993)Generalized impulse response analysis in linear multivariate models (1998)Extreme Correlation of International Equity Markets (2001)Further evidence on international Islamic and conventional portfolios diversification under regime switching (2016)Co-movements and diversification opportunities among Dow Jones Islamic indexes (2019)Portfolio Investment diversification at Global stock market: A Cointegration Analysis of Emerging BRICS(P) Group (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Generalized autoregressive conditional heteroskedasticity (1986)Herding in financial markets: a review of the literature (2013)Herding towards higher moment CAPM, contagion of herding and macroeconomic shocks: Evidence from five major developed markets (2014)Institutional investors vs retail investors (2019)Risk measurement: an introduction to value at risk (1996)Value at Risk (2001)Value at Risk Models in Finance (2003)The management of liquidity risk in Islamic banks : the case of Indonesia (2010)How do We Measure Corporate Social Responsibility of Islamic Banks through their Business Processes and Oriented Outcomes? (2015)Islamic Banking Performance: A Bibliometric Review (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Volatility clustering, risk-return relationship and asymmetric adjustment in the Finnish housing market (2020)Macroeconomics and Reality (1980)The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach (2019)Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models (2020)Industry equi-correlation: A powerful predictor of stock returns (2020)Weak Form of Efficient Market Hypothesis – Evidence from Pakistan (2016)Earnings management in the family business groups of Pakistan: the role of corporate governance (2024)Mapping Risk–Return Linkages and Volatility Spillover in BRICS Stock Markets through the Lens of Linear and Non-Linear GARCH Models (2024)
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References

  • 2014Herding behaviour and volatility in the Athens Stock Exchange53 cited
  • 2017Volatility risk and stock return predictability on global financial crises36 cited
  • 2010Volatility of the returns and expected losses of Islamic bank financing32 cited
  • 2016Modeling volatility on the Karachi Stock Exchange, Pakistan26 cited
  • 2014International diversification among Islamic investments: is there any benefit23 cited
  • 2016Volatility, trading volume and open interest in futures markets23 cited
  • 2016House price return volatility patterns in Turkey, Istanbul, Ankara and Izmir18 cited

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