Volatility dynamics and the risk-return relationship in South Africa : a GARCH approach
Nitesha Dwarika, Peter Moores-Pitt, Retius Chifurira
| Year of publication: |
2021
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|---|---|
| Authors: | Dwarika, Nitesha ; Moores-Pitt, Peter ; Chifurira, Retius |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 18.2021, 2, p. 106-117
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| Subject: | GARCH type models | asymmetric volatility | risk estimation | probability distributions | innovations | parademic models | Volatilität | Volatility | ARCH-Modell | ARCH model | Südafrika | South Africa | Kapitaleinkommen | Capital income | Risiko | Risk | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21511/imfi.18(2).2021.09 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012698150