I have been collecting the daily data for the Islamic stock market index in the largest Muslim population. I plan to investigate the performance, volatility, and determinant of the Sharia stock index during several events, such as Covid-19, global financial crisis, etc. Besides, I would like to compare them with the conventional stock index from G-7 countries.
If anyone is interested in this topic, especially those who have experience running the panel regression and volatility test model such as ARCH, GARCH, etc. Please let me know, and we can discuss further.
Best regards,
Budi
I am planning to start writing in June 2021. Currently, I am still working on Fintech adoption and stock market analysis for Indonesia and Hungary.
What do you mean by the data of interest?
I have daily data of Islamic stock price index in Indonesia, India, Malaysia, Pakistan, Nigeria, Egypt and MSCI Islamic Index.
The topic is interesting. Currently, I am working on the same topic (during Covid-19). We can collaborate InsyaAllah.
Dear Budi, I have worked on Islamic Stock index and ARCH GARCH already. Please count me in..
Dear Sir, I have done research on this topic in India, I found that non Muslim, like hindu, parsi, and juese, are more invest in Islamic stock market in comparison to the Muslim.
It's interesting. I would like to read your paper Sir Mohammad Irfan if possible. Thanks
I am interested @Budi Setiawan. However, I am more convenient with machine learning; I don't know where I can effectively contribute.
Hi Isaac Kofi Nti nice to know you. Anyway, are you familiar with deep neural networks (DNN) to predict financial asset prices?
What is LSTM Isaac Kofi Nti ?
Sorry for asking because I don't have machine learning background.
Long short-term memory (LSTM) is an artificial recurrent neural network (RNN) architecture used in deep learning. You can read more on it from here https://en.m.wikipedia.org/wiki/Long_short-term_memory
Dear Sir,
Salam ,
Nowadays you have done research in derth area of Islamic finance, May be in African countries. Where slowly and gradually, people are aware of the benefits of Islamic finance.
Salam Mr. Mohammad Irfan,
Islamic finance in African economies can be a potential future article.
Thanks
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