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Outlier impacts in stock pricing
Wang, Jianlong; Saiful Hafizah Jaaman; Humaida Banu Samsudin - In: Journal of management research 7 (2015) 2, pp. 329-342
Persistent link: https://www.econbiz.de/10010509016
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Outlier impacts in stock pricing
Wang, Jianlong; Saiful Hafizah Jaaman; Humaida Banu Samsudin - In: Inventi impact: microfinance & banking (2015) 3, pp. 164-177
Persistent link: https://www.econbiz.de/10011403920
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Real versus spurious long-memory volatility in foreign exchange data : evidence from the rand against the G4 currencies
Thupayagale, Pako; Jefferis, Keith R. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 35 (2011) 2, pp. 71-93
Persistent link: https://www.econbiz.de/10009490904
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Predictive ability of three different estimates of "cay" to excess stock returns : a comparative study for South Africa and USA
Emara, Noha - In: European research studies : an international … 17 (2014) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10011383243
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Gender, time use, and models of the household
Apps, Patricia - 2004
Persistent link: https://www.econbiz.de/10001984262
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Fractional integration: an overview and results on mining sector time series
Mainardi, Stefano - In: Politická ekonomie : teorie, modelování, aplikace 49 (2001) 3, pp. 397-414
Persistent link: https://www.econbiz.de/10001604824
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Seasonality, cointegration and error correction : an illustration using South African monetary data
Hurn, Stan - In: Scottish journal of political economy : the journal of … 40 (1993) 3, pp. 311-322
Persistent link: https://www.econbiz.de/10001147501
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The impact of structural breaks on the integration of property and stock markets in South Africa and Australia
Wilson, P. J. (contributor) - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 22 (1998) 3, pp. 43-70
Persistent link: https://www.econbiz.de/10001379792
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Modelling the oil price volatility and macroeconomic variables in South Africa using the symmetric and asymmetric GARCH models
Sekati, Boitumelo Nnoi Yolanda; Tsoku, Johannes Tshepiso; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-12
This article employed the ARCH, GARCH and EGARCH models to model the oil price volatility and macroeconomic variables in South Africa for the period 1990Q1 to 2018Q2. The macroeconomic variables used in the study are GDP, inflation, interest rate and exchange rates. According to ARCH (1) and...
Persistent link: https://www.econbiz.de/10013179478