Work

Selection of Value-at-Risk models for MENA Islamic indices

Year: 2020

Type: article

Source: Journal of Islamic accounting and business research

DOI: 10.1108/jiabr-07-2019-0122

Authors: Wassim Ben Ayed, Ibrahim Fatnassi, Abderrazak Ben Maatoug

Institutions: University of Jendouba, Tunis University, University of Jeddah, Manouba University, University of Bisha

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3015718656

FWCI: 0.477

Cites: 41

Cited by: 3

Related to: 10