Return volatility causal inferences on the commodity derivatives markets

Return volatility causal inferences on the commodity derivatives markets

Dissertation Submitted in Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy in Management Graduate School of Business Administration University of the Witwatersrand April 2016 === This thesis examined commodity futures on the South African Futures Exchange (SAFEX) fro...

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Bibliographic Details
Main Author: Motengwe, Chrisbanard
Format: Others
Language:en
Published: 2016
Subjects:
Futures markets > South Africa
Commodity futures > South Africa
Investments > South Africa > Mathematical models
South African Futures Exchange
Online Access:Motengwe, Chrisbanard (2016), Return volatility causal inferences on the commodity derivatives markets, University of the Witwatersrand, <uhttp://wiredspace.wits.ac.za/handle/10539/21576>
http://hdl.handle.net/10539/21576

Internet

Motengwe, Chrisbanard (2016), Return volatility causal inferences on the commodity derivatives markets, University of the Witwatersrand, <uhttp://wiredspace.wits.ac.za/handle/10539/21576>
http://hdl.handle.net/10539/21576

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