Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Fahim Afzal"'
Publikováno v:
Heliyon, Vol 10, Iss 21, Pp e39918- (2024)
There exists a potential interdependence among the United States markets, alongside an exceptional dependence on the East Asian stock markets. This transmission of risks is similarly evident in funds that are traded within markets. The current study
Externí odkaz:
https://doaj.org/article/20adcd4699a64ce49ae280f30cb5f739
Publikováno v:
SAGE Open, Vol 11 (2021)
To assess the time-varying dynamics in value-at-risk (VaR) estimation, this study has employed an integrated approach of dynamic conditional correlation (DCC) and generalized autoregressive conditional heteroscedasticity (GARCH) models on daily stock
Externí odkaz:
https://doaj.org/article/ac8a65b42e6e4e7b81c732e595cd17dc
Publikováno v:
Soft Computing. 27:6187-6203
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d083a6d5d5cd3dc0a52e162406fd9ba9
https://doi.org/10.1007/s00500-023-07983-7
https://doi.org/10.1007/s00500-023-07983-7
Publikováno v:
International Journal of Islamic and Middle Eastern Finance and Management. 16:59-80
Purpose Because of the growing financial market integration, China’s stock market’s volatility spillover effect has gradually increased. Traditional strategies do not capture stock volatility in dependence and dynamic conditions. Therefore, this
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eb3bd4aab6533b54ad4cef246c9351ab
https://doi.org/10.1108/imefm-07-2021-0274
https://doi.org/10.1108/imefm-07-2021-0274
Autor:
Farman Afzal, Ayesha Shehzad, Hafiz Muhammad Rehman, Fahim Afzal, Mohammad Mushfiqul Haque Mushfiqul Haque Mukit
Publikováno v:
International Journal of Islamic and Middle Eastern Finance and Management. 16:253-273
Purpose Cost estimation is a major concern while planning projects on public–private partnership (PPP) terms in developing countries. To bridge the gap of the right approximation of cost of capital, this study aims to sermon a significant role of i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a41bd4de63786af4174eaf9b2c68abeb
https://doi.org/10.1108/imefm-07-2021-0257
https://doi.org/10.1108/imefm-07-2021-0257
This study adheres to find important complexity-risk interdependent causes of cost overrun in infrastructure transport projects rather considering an independent state of project risk. Aiming for addressing cost overrun problem to facilitate decision
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::992489453accf92e258e65ae666d736d
https://doi.org/10.21203/rs.3.rs-2216201/v1
https://doi.org/10.21203/rs.3.rs-2216201/v1
Publikováno v:
Academic Journal of Social Sciences (AJSS ). 5:162-192
Since the beginning of 2020, healthcare industry has been under constant pressure to maintain and provide best health related services to the public. Therefore, this study attempts to evaluate and measure the critical supply chain risks in the health
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::31481c880625b4f4f604a0688b3c97ad
https://doi.org/10.54692/ajss.2021.05011457
https://doi.org/10.54692/ajss.2021.05011457
Autor:
Fahim Afzal, Pan Haiying
Publikováno v:
Financial Risk and Management Reviews. 6:14-21
Persistent with the problem of quantifying the risk associated with securities, this study examines the applicability and validity of Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT) while evaluating the stock prices and returns
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ee53d7daed20bd1bf1ded4a88ef28bf
https://doi.org/10.18488/journal.89.2020.61.14.21
https://doi.org/10.18488/journal.89.2020.61.14.21
Integrated priority decision index for risk assessment in chaos: cost overruns in transport projects
Publikováno v:
Engineering, Construction and Architectural Management. 27:825-849
Purpose Cost overrun is inherent to project chaos, which is one of the key drivers of project failure. The purpose of this paper is to explore the critical elements of complexity-risk interdependency for cost-chaos in the construction management doma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a002e9474e68a47d4522c05b3f37760
https://doi.org/10.1108/ecam-02-2019-0079
https://doi.org/10.1108/ecam-02-2019-0079
Publikováno v:
SAGE Open, Vol 11 (2021)
To assess the time-varying dynamics in value-at-risk (VaR) estimation, this study has employed an integrated approach of dynamic conditional correlation (DCC) and generalized autoregressive conditional heteroscedasticity (GARCH) models on daily stock
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d84d617304593917a30a514585f6526
https://doaj.org/article/ac8a65b42e6e4e7b81c732e595cd17dc
https://doaj.org/article/ac8a65b42e6e4e7b81c732e595cd17dc