Volatility modeling of real Gdp growth rates in South Africa
Caston Sigauke (School of Statistics and Actuarial Science, University of the Witwatersrand)
| Year of publication: |
June 2013
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|---|---|
| Authors: | Sigauke, Caston |
| Published in: |
Economics, management and financial markets. - New York, NY : Addleton Acad. Publ., ISSN 1938-212X, ZDB-ID 2270776-1. - Vol. 8.2013, 2, p. 81-84
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| Subject: | tail quantiles | generalized extreme value distribution | GDP | EGARCH | Volatilität | Volatility | Südafrika | South Africa | Nationaleinkommen | National income | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Wirtschaftswachstum | Economic growth | ARCH-Modell | ARCH model | Bruttoinlandsprodukt | Gross domestic product | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011542998