Modelling stock return volatility dynamics in selected African markets
Stock return volatility has been shown to occasionally exhibit discrete structural shifts. These shifts are particularly evident in the transition from ‘normal’ to crisis periods, and tend to be more pronounced in developing markets. This study aims to establish whether accounting for structural cha...
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| Format: | Others |
| Language: | English |
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Rhodes University
2013
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| Online Access: | http://hdl.handle.net/10962/d1006452 |