Structural breaks and GARCH models of stock return volatility The case of South Africa》.pdfVIP

  • 14
  • 0
  • 约9.99万字
  • 约 9页
  • 2015-11-22 发布于河南
  • 举报

Structural breaks and GARCH models of stock return volatility The case of South Africa》.pdf

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

您可能关注的文档

文档评论(0)

1亿VIP精品文档

相关文档