Structural breaks and GARCH models of stock return volatility The case of South Africa》.pdfVIP
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Structural breaks and GARCH models of stock return volatility The case of South Africa》.pdf
Economic Modelling 29 (2012) 2435–2443
Contents lists available at SciVerse ScienceDirect
Economic Modelling
journal homepage : www. elsevi er. com/ locate/ ecmod
Structural breaks and GARCH models of stock return volatility: The case
☆
of South Africa
Ali Babikir, Rangan Gupta ⁎, Chance Mwabutwa, Emmanuel Owus
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