Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Modelling the long-and-short run dynamics of share price movements in the resource sector
[page 49 missing] This paper involves the development and estimation of various statistical models that possess significant explanatory power in predicting future returns of resource shares. Models were constructed for IMPLATS, HARMONY, GOLDFIELDS, SASOL and SAPP!. Significant long-term relationship...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Economics
2024
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|