Lim, Siok Jin and Masih, Mansur (2017): Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches.
Lim, Siok Jin (2020): Portfolio diversification opportunities for U.S. Islamic investors with its trading partners when the world catches a cold: A Multivariate-GARCH and wavelet approach.
Tan, Zi Ling and Lim, Siok Jin (2023): Cryptocurrency in the East: Exploring Ethereum's Link to Asian-Pacific Stock Indices through Multivariate-GARCH Approach.
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