Modelling and forecasting the volatility of JSE returns: a comparison of competing univariate GARCH models
Thesis (M.M. (Finance & Investment))--University of the Witwatersrand, Faculty of Commerce, Law and Management, Graduate School of Business Administration, 2014. === The objective of the study was to identify the best approach participants in South African market participants can rely on to mod...
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| Format: | Others |
| Language: | en |
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2015
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| Online Access: | http://hdl.handle.net/10539/17073 |