An asymmetric econometric model of the South African stock market
In this study a structural model of the South African stock market, the Johannesburg Stock Exchange (JSE), was developed and estimated econometrically. The study has made three important contributions to the literature. Firstly, a structural model of the South African stock market has been developed...
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2013
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| Online Access: | http://hdl.handle.net/2263/24018 Moolman, H 2004, An asymmetric econometric model of the South African stock market, PhD thesis, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/24018 > http://upetd.up.ac.za/thesis/available/etd-04192004-153516/ |