Table 1 List of abbreviations.
From: Portfolio diversification benefits before and during the times of COVID-19: evidence from USA
Ticker | Definition |
|---|---|
CWT | Continuous wavelet transform (CWT) analysis |
WMC | Wavelet multiple correlation |
WMCC | Wavelet multiple cross-correlation |
DCC-MGARCH | Dynamic conditional correlation models |
ARDL model | An autoregressive distributed lag model |
MODWT | Maximal overlap discrete wavelet transform |
Conventional indices | |
DJUS | Dow Jones US conventional index |
DJUK | Dow Jones UK conventional index |
DJCA | Dow Jones Canada conventional index |
DJCH | Dow Jones Chine conventional index |
DJJA | Dow Jones Japan conventional index |
DJTUR | Dow Jones Turkey conventional index |
DJMA | Dow Jones Malaysia conventional index |
Islamic indices | |
DJIUS | Dow Jones US Islamic index |
DJIUK | Dow Jones UK Islamic index |
DJICA | Dow Jones Canada Islamic index |
DJIJA | Dow Jones Japan Islamic index |
DJTUR | Dow Jones Turkey Islamic index |
DJIMA | Dow Jones Malaysia Islamic index |