Volatility persistence, long memory and structural breaks in an emerging equity market : the case of South Africa
Year of publication: |
2010
|
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Authors: | McMillan, David G. ; Thupayagale, Pako |
Published in: |
Asian African journal of economics and econometrics. - New Delhi : Serials Publ., ISSN 0972-3986, ZDB-ID 2471806-3. - Vol. 10.2010, 2, p. 297-310
|
Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Aktienmarkt | Stock market | Südafrika | South Africa |
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