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Publications by Nor Azliana Aridi

An Estimation of Value at Risk Using GARCH Models for the Conventional and Islamic Stock Market in Malaysia

International Journal of Academic Research in Business and Social Sciences

English

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Estimating Stock Market Volatility Using Asymmetric GARCH Models

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Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models

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Analysis of the Integration Between Islamic and Conventional Stocks Market in Malaysia

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Effect of Market Value Ratios on Stock Return the Islamic Stock Exchange

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Measuring Volatility Using Garch Models : An Application to Selected Stock of Dhaka Stock Exchange

International Journal of Advanced Research

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Empirical Analysis of Chinese Stock Market Volatility Based on GARCH Models and Markov Switching Models

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Value at Risk Estimation Using Extreme Value Theory

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Testing the Garch Model in the Vietnamese Stock Market

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Islamic Versus Conventional Stock Market Indices Performance: Empirical Evidence From Turkey

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