The dynamic and dependence of takaful and conventional stock return behaviours: evidence from the insurance industry in Saudi Arabia (Q1757620)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dynamic and dependence of takaful and conventional stock return behaviours: evidence from the insurance industry in Saudi Arabia |
scientific article |
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The dynamic and dependence of takaful and conventional stock return behaviours: evidence from the insurance industry in Saudi Arabia (English)
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15 January 2019
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volatility
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stock returns
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insurance
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Saudi Arabia
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AR(1)-GJR-GARCH(1,1)
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DCC-GARCH
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