Modelling of volatility of stock prices using GARCH models & its importance in portfolio construction
Includes bibliographical references (leaves 93-96). === This thesis is aimed at investigating the possibility to model the risk of stocks in financial markets and evaluating the adequacy and effectiveness of univariate GARCH models such as the symmetric GARCH and a few other variations such as the E...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2014
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| Online Access: | http://hdl.handle.net/11427/8958 |