An analysis of co-movement in equity sector indices
This study examines the co-movement among equity sector returns of the Malaysian capital market. The relationship is investigated using Correlation-based on Ordinary Least Square (OLS) and Multivariate-GARCH Dynamic Conditional Correlation (DCC) to examines the volatilities and correlations of secto...
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| Κύριοι συγγραφείς: | , |
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| Μορφή: | Άρθρο |
| Έκδοση: |
Human Resource Management Academic Research Society
2021
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