Browsing by Author "Dahiru, Abdulnasir"

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Diversification benefits in energy, metal and agricultural commodities for Islamic investors: evidence from multivariate GARCH approach

Saiti, Buerhan; Dahiru, Abdulnasir; Yumuşak, İbrahim Güran (AMER INST MATHEMATICAL SCIENCES-AIMS, 2018)

The purpose of this paper is to analyze the portfolio diversification opportunities offered by certain commodities to Islamic equity investors by investigating the volatility and correlations of Islamic equity index returns ...