Modelling return volatility in the main board and the Alternative Exchange of the Johannesburg Stock Exchange : application of GARCH models
Katleho Makoko, Paul-Francois Muzindutsi
| Year of publication: |
2018
|
|---|---|
| Authors: | Makoko, Katleho ; Muzindutsi, Paul-Francois |
| Published in: |
EuroEconomica. - Galaţi : Editura Universitară Danubius, ISSN 2065-3883, ZDB-ID 2543175-4. - Vol. 37.2018, 3, p. 66-76
|
| Subject: | Alternative exchange | JSE | GARCH models | return volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Südafrika | South Africa | Kapitaleinkommen | Capital income | Börsenhandel | Stock exchange trading | Theorie | Theory | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/2585 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011952209