The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis
Year of publication: |
2014-08-25
|
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Authors: | Yildirim, Ramazan ; Masih, A. Mansur M. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | MGARCH-DCC | MODWT | Continuous Wavelet Transform CWT | Contagion | Volatility Spillover | Shariah Indices |
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