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]

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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...

書目詳細資料
發表在:	Jurnal Pengurusan
主要作者:	2-s2.0-85134846781
格式:	Article
語言:	English
出版:	Penerbit Universiti Kebangsaan Malaysia 2022
在線閱讀:	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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