Stochastic volatility models in financial econometrics: an application to South Africa
Thesis (Ph.D.)--University of the Witwatersrand, Faculty of Commerce, Law & Management, School of Economic and Business Sciences, 2015. === The dissertation carries out a study to understand asset price behaviour in South Africa. This is investigated through the application of stochastic volatil...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | en |
| Published: |
2015
|
| Online Access: | http://hdl.handle.net/10539/19154 |