Modeling and forecasting the volatility of Islamic unit trust in Malaysia using GARCH model

Due to the tremendous growth of Islamic unit trust in Malaysia since it was first introduced on 12th of January 1993 through the fund named Tabung Ittikal managed by Arab-Malaysian Securities, vast studies have been done to evaluate the performance of Islamic unit trust offered in Malaysia's ca...

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Main Authors: Ismail, N., Ismail, M.T., Karim, S.A.A., Hamzah, F.M.
格式: Conference or Workshop Item
出版: American Institute of Physics Inc. 2015
在线阅读:https://www.scopus.com/inward/record.uri?eid=2-s2.0-84984540687&doi=10.1063%2f1.4932500&partnerID=40&md5=17b36a52be98ef5cbcf1bb858f96038b
http://eprints.utp.edu.my/31651/
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