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Co-movements and diversification opportunities among Dow Jones Islamic indexes
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References

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  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
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  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
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  • 2000A New Approach to Measuring Financial Contagion723 cited
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696 cited
  • 1985International Portfolio Diversification with Estimation Risk672 cited
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