Portfolio Diversification Benefits of Malaysia’s Stock Indices with Commodities: An Analysis Based on the MGARCH-DCC and Wavelet Techniques

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Bibliographic Details
Main Authors:	Ahmad Monir Abdullah, Mohd Fahmi Ghazali, Hazriah Hasan, Rafiatul Adlin Mohd Ruslan, Wan Muhd Nasrul Hadi Wan Abdul Aziz, Hishamuddin Abdul Wahab
Format:	journal::journal article
Language:	en
Published:	Penerbit UKM 2024
Subjects:	Diversification benefits; Malaysian stock indexes; conventional stock index returns; CWT; Bitcoin.
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