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Diversification in conventional and Islamic stock indices: evidence from Multivariate-GARCH analysis

Saiti, Buerhan and Noordin, Nazrul Hazizi (2017) Diversification in conventional and Islamic stock indices: evidence from Multivariate-GARCH analysis. In: The 2nd Islamic Finance, Banking & Business Ethics Global Conference 2017, Sasana Kijang, BNM, Kuala Lumpur, Malaysia. (Unpublished)

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Item Type: Proceeding Paper (Slide Presentation)
Additional Information: 7451/56559
Uncontrolled Keywords: Islamic stock indices, Multivariate-GARCH analysis
Subjects: H Social Sciences > HG Finance > HG4501 Stocks, investment, speculation
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button): Institute of Islamic Banking & Finance (IIiBF)
Depositing User: ASSOC PROF DR BUERHAN SAITI
Date Deposited: 26 Apr 2017 09:31
Last Modified: 03 Jan 2024 10:33
URI: http://irep.iium.edu.my/id/eprint/56559

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