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Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching

  • Adnen Ben Nasr
  • , Thomas Lux
  • , Ahdi Noomen Ajmi
  • , Rangan Gupta
  • University of Tunis
  • Kiel University
  • Jaume I University
  • University of Pretoria

Research output: Contribution to journal › Article › peer-review

55 Scopus citations

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