An examination of the volatility of South African risk-free rate proxies : a component GARCH analysis
A. Charteris and B. Strydom
| Year of publication: |
2011
|
|---|---|
| Authors: | Charteris, A. ; Strydom, Barry |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 35.2011, 3, p. 49-64
|
| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Südafrika | South Africa | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009512955