Cogent Business & Management
Volume 9, 2022 - Issue 1
BANKING & FINANCE
The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques
Ahmad Monir Abdullah1 Fakulti Ekonomi dan Pengurusan, Universiti Kebangsaan Malaysia, 43600, Bangi, MalaysiaCorrespondence[email protected]
https://orcid.org/0000-0002-9700-829XView further author information
https://orcid.org/0000-0002-9700-829XView further author information, Hishamuddin Abdul Wahab2 Faculty of Science and Technology, Universiti Sains Islam Malaysia, 71800, Bandar Baru Nilai, Malaysiahttps://orcid.org/0000-0002-4914-2929View further author information
https://orcid.org/0000-0002-4914-2929View further author information, Mohd Fahmi Ghazali1 Fakulti Ekonomi dan Pengurusan, Universiti Kebangsaan Malaysia, 43600, Bangi, Malaysiahttps://orcid.org/0000-0002-0959-7208View further author information
https://orcid.org/0000-0002-0959-7208View further author information, Mohd Hasimi Yaacob1 Fakulti Ekonomi dan Pengurusan, Universiti Kebangsaan Malaysia, 43600, Bangi, Malaysiahttps://orcid.org/0000-0003-2724-1296View further author information
https://orcid.org/0000-0003-2724-1296View further author information & Abul Mansur Mohammed Masih3 Business School, Universiti Kuala Lumpur, Tingkat 8, Jalan Raja Muda Abdul Aziz, Kampung Baru, 50300, Kuala Lumpur, Malaysiahttps://orcid.org/0000-0002-9965-0091View further author information
https://orcid.org/0000-0002-9965-0091View further author information