Volatility modeling of the JSE all share index and risk estimation using the Bayesian and frequentist approaches
Casto Sigauke
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Sigauke, Casto |
| Subject: | Bayes | GARCH | portfolio management | Student-t distribution | risk management | Volatilität | Volatility | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Risikomanagement | Risk management | Theorie | Theory | Risiko | Risk | Aktienindex | Stock index | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
| 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://ebvufind01.dmz1.zbw.eu/10011868092