Volatility forecasting and value-at-risk estimation in emerging markets : the case of the stock market index portfolio in South Africa
Lumengo Bonga-Bonga and George Mutema
| Year of publication: |
2009
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|---|---|
| Authors: | Bonga-Bonga, Lumengo ; Mutema, George |
| Published in: |
South African journal of economic and management sciences. - Pretoria, ISSN 1015-8812, ZDB-ID 14958193. - Vol. 12.2009, 4, p. 401-411
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009045115