The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques
Year of publication: |
2022
|
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Authors: | Ahmad Monir Abdullah ; Wahab, Hishamuddin Abdul ; Ghazali, Mohd Fahmi ; Mohd Hasimi Yaacob ; Abul Mansur Mohammed Masih |
Published in: |
Cogent business & management. - London : Taylor & Francis, ISSN 2331-1975, ZDB-ID 2837523-3. - Vol. 17.2022, 1, Art.-No. 2152154, p. 1-29
|
Subject: | bitcoin | gold | conventional stock index returns (CSIR) | crude oil | CWT | Islamic stock index returns (ISIR) | MGARCH-DCC | MODWT | Portfolio diversification benefits | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Australien | Australia | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23311975.2022.2152154 [DOI] hdl:10419/289384 [Handle] |
Classification: | G15 - International Financial Markets ; E44 - Financial Markets and the Macroeconomy ; C22 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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