Estimation of Dynamic Conditional Correlations of Shariah-Compliant Stock Indices through the Application of Multivariate GARCH Approach

Published in Australian Journal of Basic and Applied Sciences,7(7):259-267, 2013. Full text also available at : http://ajbasweb.com/old/ajbas/2013/may/259-267.pdf

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Bibliographic Details
Main Authors: Buerhan Saiti, Obiyathulla Ismath Bacha, Mansur Masih, UniKL BiS
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Published: 2014
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Online Access:http://localhost/xmlui/handle/123456789/7756
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Summary:Published in Australian Journal of Basic and Applied Sciences,7(7):259-267, 2013. Full text also available at : http://ajbasweb.com/old/ajbas/2013/may/259-267.pdf