Modelling return volatility in the main board and the Alternative Exchange of the Johannesburg Stock Exchange : application of GARCH models

Makoko, Katleho; Muzindutsi, Paul-Francois

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/2585

Title:

Modelling return volatility in the main board and the Alternative Exchange of the Johannesburg Stock Exchange : application of GARCH models

Journal:

EuroEconomica

Authors:

Makoko, Katleho
Muzindutsi, Paul-Francois

e-ISSN:

2065-3883

Document Type:

Article

Year of Publication:

2018

Language:

English (eng)

Citation:

Makoko, Katleho/Muzindutsi, Paul-Francois (2018). Modelling return volatility in the main board and the Alternative Exchange of the Johannesburg Stock Exchange : application of GARCH models. In: EuroEconomica 37 (3), S. 66 - 76.

Appears in Collections:

EuroEconomica

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