Forecasting the Realized Volatility of Islamic Equities using Multivariate Har-Type Models

This study proposes nine multivariate intraday models using various realized variation measures with the aim to improve volatility forecasting in the Islamic stock market in Malaysia using a dataset from 1st April 2008 to 31st March 2018. The findings show that considering independently the jump-rob...

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Bibliographic Details

Main Authors:	Ng, Sew Lai, Chin, Wen Cheong, Chong, Lee Lee, Ng, Kok Why
Format:	Article
Language:	en
Published:	UUM Press 2025
Subjects:	HB Economic Theory
Online Access:	https://repo.uum.edu.my/id/eprint/32497/1/IJBF%2020%2001%202025%2039-67.pdf https://repo.uum.edu.my/id/eprint/32497/ https://e-journal.uum.edu.my/index.php/ijbf/
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