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Search: subject:"M-GARCH-DCC"
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CWT
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Aktienmarkt
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Capital income
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Diversification
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Euro Zone Islamic Stock Market Investments
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M-GARCH-DCC
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Masih, Mansur
2
Ilhan, Bilal
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Najeeb, Syed Faiq
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Obiyathulla Ismath Bacha
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis
Ilhan, Bilal
;
Masih, Mansur
-
Volkswirtschaftliche Fakultät, …
-
2014
the recent econometric methodologies (
M-GARCH/DCC
, MODWT, and CWT/WTC). Hence, the unique contribution of this research is …
Persistent link: https://www.econbiz.de/10011111589
Saved in:
2
Does Heterogeneity in investment horizons affect portfolio diversification? : some insights using
M-GARCH-DCC
and wavelet correlation analysis
Najeeb, Syed Faiq
;
Obiyathulla Ismath Bacha
;
Masih, Mansur
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
1
,
pp. 188-208
Persistent link: https://www.econbiz.de/10011344334
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