Browsing Theses by Author "Mohammed, Ansarullah Ridwan"
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Analysis of Islamic Stock Indices
Mohammed, Ansarullah Ridwan (University of Waterloo, 2009-04-29)In this thesis, an attempt is made to build on the quantitative research in the field of Islamic Finance. Firstly, univariate modelling using special GARCH-type models is performed on both the FTSE All World and FTSE ...