Modeling and forecasting stock return volatility in the JSE Securities Exchange
Thesis (M.M. (Finance & Investment))--University of the Witwatersrand, Faculty of Commerce, Law and Management, Wits Business School, 2016 === Modeling and forecasting volatility is one of the crucial functions in various fields of financial engineering, especially in the quantitative risk manag...
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| Format: | Others |
| Language: | en |
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2016
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| Online Access: | http://hdl.handle.net/10539/21053 |