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]

QRコード

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...

書誌詳細
出版年:	Jurnal Pengurusan
第一著者:	2-s2.0-85134846781
フォーマット:	論文
言語:	English
出版事項:	Penerbit Universiti Kebangsaan Malaysia 2022
オンライン･アクセス:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85134846781&doi=10.17576%2fpengurusan-2022-64-11&partnerID=40&md5=17f2eef71cd7c8ba56d0ac3f5eee36f9

類似資料

Optimising Portfolio Diversification in Islamic Economies: Insights from a DCC-GARCH Approach
著者:: Fahami N.A.; Basri M.F.
出版事項: (2025)

DEA portfolio selection in Malaysian stock market
著者:: 2-s2.0-84864823074
出版事項: (2012)

Portfolio of IT investment and organisational performance. Moderating role of decentralised decision making
著者:: Mohamad A.; Li P.; Alam N.; Zainuddin Y.
出版事項: (2020)

Precipitation estimation using support vector machine with discrete wavelet transform
著者:: Shenify M.; Danesh A.S.; Gocić M.; Taher R.S.; Wahab A.W.A.; Gani A.; Shamshirband S.; Petković D.
出版事項: (2015)

Performance improvement of machine learning models via wavelet theory in estimating monthly river streamflow
著者:: 2-s2.0-85138036807
出版事項: (2022)

Identification of working memory status in children from EEG signal features using discrete wavelet transform
著者:: Azlan M.H.K.; Mansor W.; Yassin A.I.M.; Abidin N.A.Z.; Azhan M.N.M.; Jahidin A.H.; Rozlan M.F.R.M.; Mahmoodin Z.; Ali M.S.A.M.
出版事項: (2025)

Rare disaster and renewable energy in the USA: new insights from wavelet coherence and rolling-window analysis
著者:: Sharif A.; Dogan E.; Aman A.; Khan H.H.A.; Zaighum I.
出版事項: (2020)

Hybrid of the lee-carter model with maximum overlap discrete wavelet transform filters in forecasting mortality rates
著者:: Yaacob N.A.; Jaber J.J.; Pathmanathan D.; Alwadi S.; Mohamed I.
出版事項: (2021)

Classification of faults in grid-connected photovoltaic system based on wavelet packet transform and an equilibrium optimization algorithm-extreme learning machine
著者:: Ahmadipour M.; Murtadha Othman M.; Alrifaey M.; Bo R.; Kit Ang C.
出版事項: (2022)

Non-blind Image Watermarking Algorithm based on Non-Separable Haar Wavelet Transform against Image Processing and Geometric Attacks
著者:: 2-s2.0-85148345430
出版事項: (2023)

Wavelet neural network based on genetic algorithm for modeling enzymatic esterification of betulinic acid using phthalic anhydride as acylating agent
著者:: 2-s2.0-84898624644
出版事項: (2014)

Production, Consumption, Export and Carbon Emission for Coal Commodities: Cases of Indonesia and Australia
著者:: 2-s2.0-85172477438
出版事項: (2023)

A novel microgrid fault detection and classification method using maximal overlap discrete wavelet packet transform and an augmented Lagrangian particle swarm optimization-support vector machine
著者:: Ahmadipour M.; Othman M.M.; Bo R.; Salam Z.; Ridha H.M.; Hasan K.
出版事項: (2022)

Product diversification and large construction firm productivity: the effect of institutional environments in Malaysia
著者:: 2-s2.0-85088578653
出版事項: (2020)

The Method of Ikhtiar By Imam Al-Tabari In Tafsir Jami’ Al- Bayan Aŉ Ta’wil Ay Al-Quran: Analytical Study Based on The Principles of Qiraat Sahihah; [KAEDAH IKHTIAR IMAM AL-TABARI DALAM TAFSIR JAMI’ AL-BAYAN A’N TA’WIL AY AL-QURAN: KAJIAN ANALISIS BERDASARKAN RUKUN QIRAAT SAHIHAH]
著者:: 2-s2.0-85218774096
出版事項: (2023)