Comparison of correlation for Asia Shariah indices using DCC-GARCH and rolling window correlation

Comparison of correlation for Asia Shariah indices using DCC-GARCH and rolling window correlation

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Bibliographic Details
Main Authors: F. Nazir, N. N. Mohamad, H. Bahaludin
Other Authors: hafizahbahaludin@iium.edu.my
Format: Article
Language:English
Published: Institute of Engineering Mathematics, Universiti Malaysia Perlis 2022
Subjects:
DCC-GARCH
Rolling window correlation
Asian Shariah indices
Online Access:http://dspace.unimap.edu.my:80/xmlui/handle/123456789/74203
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Institution: Universiti Malaysia Perlis
Language: English
Description
Summary:Link to publisher's homepage at https://amci.unimap.edu.my/

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