A Markov regime switching approach to estimating the volatility of Johannesburg Stock Exchange (JSE) returns
Emmanuel K. Oseifuah, Carl H. Korkpoe
| Year of publication: |
2019
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|---|---|
| Authors: | Oseifuah, Emmanuel Kojo ; Korkpoe, Carl Hope |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 16.2019, 1, p. 215-225
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| Subject: | Bayesian methodology | equity markets | Johannesburg Stock Exchange | Markov chain Monte Carlo simulation | Markov regime switching | Markov-Kette | Markov chain | Volatilität | Volatility | Südafrika | South Africa | Börsenhandel | Stock exchange trading | Kapitaleinkommen | Capital income | Monte-Carlo-Simulation | Monte Carlo simulation | Aktienmarkt | Stock market | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Other identifiers: | 10.21511/imfi.16(1).2019.17 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012056053