An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?

Autor:	Chkili, Walid, Hamdi, Manel
Zdroj:	International Journal of Islamic and Middle Eastern Finance and Management, 2021, Vol. 14, Issue 5, pp. 853-873.
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/IMEFM-05-2019-0204 Zobrazit plný text záznamu