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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model

  • Adnen Ben Nasr
  • , Ahdi Noomen Ajmi
  • , Rangan Gupta
  • University of Tunis
  • University of Pretoria

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

41 Scopus citations

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Economics, Econometrics and Finance