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Fredj Amine Dammak
Researcher at University of Picardie Jules Verne
Publications - 1
Citations - 4
Fredj Amine Dammak is an academic researcher from University of Picardie Jules Verne. The author has contributed to research in topics: Autoregressive conditional heteroskedasticity & Islam. The author has an hindex of 1, co-authored 1 publications receiving 1 citations.
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Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX: A comparison between DCC, ADCC and GO-GARCH models
TL;DR: In this paper, the authors examined the time-varying optimal hedging ratios for the Dow Jones Islamic and conventional emerging stock market indices, hedged with oil, gold, and the VSTOXX as well as four emerging-country sectoral CDS indices (raw materials, industry, health care, and telecommunications).