Logo Lanfrica
  • Home
  • Atlas
  • Insights
  • Docs
  • Sign in

© 2026 Lanfrica. All rights reserved. All copyrights of the resources shown on the Lanfrica website belong to the original copyright holders, unless explicitly stated otherwise.

GARCH-M models for South Africa.

Record type:

dataset
Creator:
NorJuaAlb
Host:avatar

GARCH-M models for South Africa.

Visit

figshare.com

Tags

MedicineScience PolicyBiological Sciences not elsewhere classifiedMathematical Sciences not elsewhere classifiedexchange rate regimeexchange rate systeminflation uncertaintyGARCH

Licenses

CC BY 4.0

Similar

QMLE for periodic absolute value GARCH modelsGENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (GARCH) MODELS AND OPTIMAL FOR NIGERIAN STOCK EXCHANGEMODELING VOLATILITY OF NIGERIA STOCK EXCHANGE USING GARCH MODELSModeling and Predicting Exchange Rate Volatility: Application of Symmetric GARCH and Asymmetric EGARCH and GJR-GARCH ModelsModeling Volatility of Nigeria Stock Exchange Using Multivariate GARCH ModelsEnabling M-Government in South Africa

QMLE for periodic absolute value GARCH models

Abstract Periodic generalized autoregressive conditionally heteroscedastic (PGAR

GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (GARCH) MODELS AND OPTIMAL FOR NIGERIAN STOCK EXCHANGE

This paper focused on comparative performance of GARCH models, ascertaining the best model fit, esti

MODELING VOLATILITY OF NIGERIA STOCK EXCHANGE USING GARCH MODELS

Abstract: Financial and economic variables fluctuate owing to a variety of causes, including economi

Modeling and Predicting Exchange Rate Volatility: Application of Symmetric GARCH and Asymmetric EGARCH and GJR-GARCH Models

La modélisation et la prévision de la volatilité sont devenues de plus en plus importantes ces derni

Modeling Volatility of Nigeria Stock Exchange Using Multivariate GARCH Models

The aim of this research work was to provide model for predicting stock volatility in Nigeria Stock

Enabling M-Government in South Africa

This chapter describes the emergence of m-government in Africa. It examines the introduction of m-go