Performance and Volatility Modelling for Shariah Compliant Stocks in Malaysia Using Exponentially Weighted Moving Average
The diversity of investment in Malaysia provides an excellent platform to gauge volatility. Malaysia as an emerging market with a rich Islamic culture serves as an inspiration to randomly model a portfolio of 50 Shariah compliant stock returns from 2015 to 2020. The systematic risk of a company’s st...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | en_US |
| Published: |
Universiti Sains Islam Malaysia
2024
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