Behaviour of Johannesburg Stock Exchange all share index returns: An asymmetric GARCH and news impact effects approach
Year of publication: |
2018
|
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Authors: | Korkpoe, Carl H. ; Junior, Peterson Owusu |
Published in: |
SPOUDAI - Journal of Economics and Business. - Piraeus : University of Piraeus, ISSN 2241-424X. - Vol. 68.2018, 1, p. 26-42
|
Publisher: |
Piraeus : University of Piraeus |
Subject: | Backtesting | E-GARCH | GJR-GARCH | Volatility | News Impact |
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