Work

Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets

Year: 2017

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2017.04.074

Authors: Foued Saâdaoui, Nader Naifar, Mohamed S. Aldohaiman

Institutions: Saudi Electronic University, Imam Mohammad ibn Saud Islamic University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2608018287

FWCI: 7.362

Cites: 51

Cited by: 50

Related to: 10