Holdings: 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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