Work

Analyzing diversification opportunities among top-performing ETFs: a multi-wavelet and MGARCH-DCC approach

Year: 2025

Type: article

Source: The Journal of Risk Finance

DOI: 10.1108/jrf-11-2024-0376

Authors: Monia Antar, Rohail Hassan, Ranya Amami

Institutions: Tunis University, American University in the Emirates, VIZJA University, Universiti Utara Malaysia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4414126645

FWCI: 5.634

Cites: 56

Cited by: 6

Related to: 10