Forecasting JSE and AEX volatility with GARCH models
Priviledge Cheteni, Herrison Matsongoni & Ikechukwu Umejesi
| Year of publication: |
2023
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| Authors: | Cheteni, Priviledge ; Matsongoni, Herrison ; Umejesi, Ikechukwu |
| Published in: |
African journal of business and economic research : AJBER. - London : Adonis & Abbey, ISSN 1750-4554, ZDB-ID 2260653-1. - Vol. 18.2023, 4, p. 461-473
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| Subject: | AEX index | GARCH | JSE index | Stock market volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Südafrika | South Africa |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.31920/1750-4562/2023/v18n4a22 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014574435