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Keywords: Forecasting
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Journal Articles
An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?
Available to Purchase
International Journal of Islamic and Middle Eastern Finance and Management (2021) 14 (5): 853–873.
Published: 12 May 2021
...Walid Chkili; Manel Hamdi Purpose The purpose of this study is to investigate the volatility and forecast accuracy of the Islamic stock market for the period 1999–2017. This period is characterized by the occurrence of several economic and political events such as the September 11, 2001, terrorist...
Journal Articles
Modelling the currency in circulation for the State of Qatar
Available to Purchase
International Journal of Islamic and Middle Eastern Finance and Management (2012) 5 (4): 321–339.
Published: 23 November 2012
...Faruk Balli; Elsayed Mousa Elsamadisy Purpose This paper seeks to model the daily and weekly forecasting of the currency in circulation (CIC) for the State of Qatar. Design/methodology/approach The paper employs linear forecasting models, the regression model and the seasonal ARIMA model...
