Structural breaks and GARCH models of stock return volatility: The case of South Africa
| Year of publication: |
2012
|
|---|---|
| Authors: | Babikir, Ali ; Gupta, Rangan ; Mwabutwa, Chance ; Owusu-Sekyere, Emmanuel |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 29.2012, 6, p. 2435-2444
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