Comparison of correlation for Asia Shariah indices using DCC-GARCH and rolling window correlation
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Main Authors: | F. Nazir, N. N. Mohamad, H. Bahaludin |
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Other Authors: | hafizahbahaludin@iium.edu.my |
Format: | Article |
Language: | English |
Published: |
Institute of Engineering Mathematics, Universiti Malaysia Perlis
2022
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Online Access: | http://dspace.unimap.edu.my:80/xmlui/handle/123456789/74203 |
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