Evidence of volatility clustering on the FTSE/JSE top 40 index
Year of publication: |
2008-12
|
---|---|
Authors: | Louw, Jan Paul |
Other Persons: | Smit, E. van der M. (contributor) |
Institutions: | University of Stellenbosch. Faculty of Economic and Management Sciences. Graduate School of Business. (contributor) |
Publisher: |
Stellenbosch : University of Stellenbosch |
Subject: | Volatility clustering | FTSE/JSE top 40 index | Johannesburg Stock Exchange | Stocks | Prices | Mathematical models | Stock price forecasting | Business management |
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