Items where Author is "Syed, Jawad Hussain Shahzad"
Article
Syed, Jawad Hussain Shahzad, Hernandez, Jose Areola, Hanif, Waqas and Mujtaba, Ghulam ORCID: https://orcid.org/0000-0002-7317-4357
(2018)
Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume.
Physica A: Statistical Mechanics and its Applications, 506.
pp. 433-450.
Syed, Jawad Hussain Shahzad, Arreola-Hernandez, Jose, Bekiros, Stelios, Shahbaz, Muhammad and Mujtaba, Ghulam ORCID: https://orcid.org/0000-0002-7317-4357
(2018)
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling.
Journal of International Financial Markets, Institutions and Money, 56.
pp. 104-127.