Modelling stock return volatility dynamics in selected African markets
Year of publication: |
2015
|
---|---|
Authors: | King, Daniel ; Botha, Ferdi |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 45.2015, p. 50-73
|
Subject: | Stock returns | Volatility | GARCH | Africa | ARCH-Modell | ARCH model | Volatilität | Kapitaleinkommen | Capital income | Afrika | Börsenkurs | Share price |
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