Logo Lanfrica
  • Accueil
  • Atlas
  • Analyses
  • Documentation
  • Sign in

© 2026 Lanfrica. Tous droits réservés. Tous les droits d'auteur des ressources affichées sur le site Web Lanfrica appartiennent aux détenteurs de droits d'auteur d'origine, sauf indication contraire explicite.

GARCH-M models for South Africa.

Type de record:

dataset
Créateur:
NorJuaAlb
Hôte: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

Similaires

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