Portfolio Diversification Benefits of Malaysia's Stock Indices with Commodities: An Analysis Based on the MGARCH-DCC and Wavelet Techniques; [Manfaat Kepelbagaian Portfolio Indeks Saham Malaysia dengan Komoditi: Analisis Berdasarkan Teknik MGARCH-DCC dan Wavelet]

Portfolio Diversification Benefits of Malaysia's Stock Indices with Commodities: An Analysis Based on the MGARCH-DCC and Wavelet Techniques; [Manfaat Kepelbagaian Portfolio Indeks Saham Malaysia dengan Komoditi: Analisis Berdasarkan Teknik MGARCH-DCC dan Wavelet]

This research examined the potential for diversifying Malaysian Islamic and conventional stock indexes with other commodities, such as crude oil, Bitcoin, and gold, with time-varying differences or investors' varied investment horizons, which researchers had previously overlooked. Methods like...

وصف كامل

التفاصيل البيبلوغرافية
الحاوية / القاعدة:Jurnal Pengurusan
المؤلف الرئيسي: 2-s2.0-85134846781
التنسيق: مقال
اللغة:English
منشور في: Penerbit Universiti Kebangsaan Malaysia 2022
الوصول للمادة أونلاين:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85134846781&doi=10.17576%2fpengurusan-2022-64-11&partnerID=40&md5=17f2eef71cd7c8ba56d0ac3f5eee36f9

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