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Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models
Includes abstract. Includes bibliographical references.
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| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Economics
2014
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| _version_ | 1867613159619035136 |
|---|---|
| access_status_str | Open Access |
| author | Sumter, Christopher |
| author2 | Kotze, Kevin |
| author_browse | Kotze, Kevin Sumter, Christopher |
| author_facet | Kotze, Kevin Sumter, Christopher |
| author_sort | Sumter, Christopher |
| collection | Thesis |
| description | Includes abstract.
Includes bibliographical references. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/5688 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:31:43.046Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | School of Economics |
| publisherStr | School of Economics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/5688 Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models Sumter, Christopher Kotze, Kevin Applied Economics Includes abstract. Includes bibliographical references. 2014-07-31T12:21:40Z 2014-07-31T12:21:40Z 2013 Master Thesis Masters MCom http://hdl.handle.net/11427/5688 eng application/pdf School of Economics Faculty of Commerce University of Cape Town |
| spellingShingle | Applied Economics Sumter, Christopher Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models |
| thesis_degree_str | Master's |
| title | Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models |
| title_full | Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models |
| title_fullStr | Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models |
| title_full_unstemmed | Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models |
| title_short | Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models |
| title_sort | forecasting the south african rand s variance and covariance using conditional heteroskedastic and realized volatility models |
| topic | Applied Economics |
| url | http://hdl.handle.net/11427/5688 |
| work_keys_str_mv | AT sumterchristopher forecastingthesouthafricanrandsvarianceandcovarianceusingconditionalheteroskedasticandrealizedvolatilitymodels |