The dynamic and dependence of takaful and conventional stock return behaviours: evidence from the insurance industry in Saudi Arabia
type: Item
instance of: scholarly article
title: The dynamic and dependence of takaful and conventional stock return behaviours: evidence from the insurance industry in Saudi Arabia
zbMATH Open document ID: 1409.62207
author: Noureddine Benlagha
author: Wael Hemrit
published in: Asia-Pacific Financial Markets
publication date: 2019-01-15T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7001885
zbMATH Keywords: volatility
zbMATH Keywords: stock returns
zbMATH Keywords: insurance
zbMATH Keywords: Saudi Arabia
zbMATH Keywords: AR(1)-GJR-GARCH(1,1)
zbMATH Keywords: DCC-GARCH
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: s10690-018-9249-2
OpenAlex ID: W2887771999
cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
cites work: What good is a volatility model?
cites work: There's more to volatility than volume
cites work: Q5253267
cites work: The Econometric Modelling of Financial Time Series
cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach
cites work: Least absolute deviations estimation for ARCH and GARCH models
cites work: Multivariate GARCH Models
cites work: Threshold heteroskedastic models
Wikidata QID: Q129365469
DOI: 10.1007/S10690-018-9249-2
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description: scientific article; zbMATH DE number 7001885