Similar Items: Analysing GARCH models across different sample sizes
- Estimation of garch models for Nigerian exchange rates under non-gaussian innovations
- Shrinkage estimation in ARMA-GARCH regression models with an application in Bitcoin returns
- Aspekte van ekonometriese modelbou
- Trading the Days vs. Days of Trading: An Empirical Literature Survey on Calendar Anomalies Across Markets
- Exchange traded funds and their association with the volatility of the daily returns of major South African banks
- Prediction of excess enthalpy in binary mixtures through probabilistic matrix completion
Author: Conradie, Willie
- Twitter predicts Naspers share price
- Analysing GARCH models across different sample sizes
- Analysis to indicate the impact Hindsight Bias have on the outcome when forecasting of stock in the South African equity market
- A quantitative analysis of investor over-reaction and under-reaction in the South African Equity Market : a mathematical statistical approach