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US Implied Volatility as A predictor of International Returns

Mehmet F. Dicle

Quantitative Finance and Economics, 2017, 1(4): 388-402. doi: 10.3934/QFE.2017.4.388

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Diversification benefits in energy, metal and agricultural commodities for Islamic investors: evidence from multivariate GARCH approach

Buerhan Saiti, Abdulnasir Dahiru, Ibrahim Guran Yumusak

Quantitative Finance and Economics, 2018, 2(3): 733-756. doi: 10.3934/QFE.2018.3.733

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