Items where Author is "Hasim, Haslifah M"
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Tiwari, Aviral Kumar and Shahbaz, Muhammad and Hasim, Haslifah M and Elheddad, Mohamed M (2019) Analysing the spillover of inflation in selected Euro-area countries. Journal of Quantitative Economics, 17 (3). pp. 551-577. DOI https://doi.org/10.1007/s40953-018-0152-5
Abdul Aziz, Nor Syahilla and Vrontos, Spyridon and Hasim, Haslifah M (2019) Evaluation of Multivariate GARCH Models in an Optimal Asset Allocation Framework. The North American Journal of Economics and Finance, 47. pp. 568-596. DOI https://doi.org/10.1016/j.najef.2018.06.012
Sampid, Marius and Hasim, Haslifah M and Dai, Hongsheng (2018) Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model. PLoS ONE, 13 (6). e0198753-e0198753. DOI https://doi.org/10.1371/journal.pone.0198753