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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| 主要な著者: | , |
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| フォーマット: | 論文 |
| 出版事項: |
Human Resource Management Academic Research Society
2021
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