The relationship between implied volatility and equity returns in South Africa
Faeezah Peerbhai, Damien Kunjal, Delane D. Naidu, Camiel Singh and Fabian Moodley
| Year of publication: |
2024
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|---|---|
| Authors: | Peerbhai, Faeezah ; Kunjal, Damien ; Naidu, Delane D. ; Camiel Singh ; Moodley, Fabian |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 14.2024, 1, p. 83-99
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| Subject: | GARCH | implied volatility | returns | SAVI | South African volatility index | volatility modelling | Volatilität | Volatility | Südafrika | South Africa | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Kapitalmarktrendite | Capital market returns |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AAJFA.2024.136131 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490922