An analysis of co-movement in equity sector indices

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An analysis of co-movement in equity sector indices

This study examines the co-movement among equity sector returns of the Malaysian capital market. The relationship is investigated using Correlation-based on Ordinary Least Square (OLS) and Multivariate-GARCH Dynamic Conditional Correlation (DCC) to examines the volatilities and correlations of secto...

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Bibliographic Details
Main Authors:	Shari, Aminah, Mahat, Fauziah
Format:	Article
Published:	Human Resource Management Academic Research Society 2021
Online Access:	http://psasir.upm.edu.my/id/eprint/95810/

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