Keywords: MGARCH-DCC
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Journal Articles
International Journal of Islamic and Middle Eastern Finance and Management (2022) 15 (1): 179–202.
Published: 10 August 2021
... diversification benefits for investors having heterogeneous investment horizons in the light of Brexit. There are three techniques used in this research as follows: multivariate generalised autoregressive conditional heteroskedastic-dynamic conditional correlation (MGARCH-DCC) (to see dynamic conditional...

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