Does Heterogeneity in investment horizons affect portfolio diversification? : some insights using M-GARCH-DCC and wavelet correlation analysis
Syed Faiq Najeeb, Obiyathulla Bacha and Mansur Masih
| Year of publication: |
2015
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|---|---|
| Authors: | Najeeb, Syed Faiq ; Obiyathulla Ismath Bacha ; Masih, Mansur |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 1, p. 188-208
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| Subject: | CWT | international portfolio diversification | M-GARCH-DCC | MODWT wavelet analysis | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Zustandsraummodell | State space model | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment | Portfoliodiversifikation | Portfolio diversification | Aktienmarkt | Stock market | Diversifikation | Diversification | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011344334