Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches
Year of publication: |
2014-09-26
|
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Authors: | Rahim, Adam Mohamed ; Masih, Mansur |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Shari’ah (Islamic) stock indices | Diversification benefits | Trading partners | M-GARCH | Wavelet analysis | MODWT | CWT |
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