A investigation into share prices' conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt
Abdullah Ejaz, Petr Polak, Zulfiqar Ali Imran
| Year of publication: |
2021
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|---|---|
| Authors: | Ejaz, Abdullah ; Polak, Petr ; Imran, Zulfiqar Ali |
| Published in: |
Management : journal of contemporary management issues. - Split : Ekonomski Fak. Sveučilišta, ISSN 1846-3363, ZDB-ID 2400420-0. - Vol. 26.2021, 1, p. 189-200
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| Subject: | volatility | GARCH models | ARCH effect | portfolio diversification | correlation | normal and non-normal distribution | ARCH-Modell | ARCH model | Volatilität | Volatility | Südafrika | South Africa | Nigeria | Ägypten | Egypt | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection | Heteroskedastizität | Heteroscedasticity | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.30924/mjcmi.26.1.11 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659646