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dc.contributor.advisorRamroop, Shaun.
dc.contributor.advisorMwambi, Henry Godwell.
dc.creatorGaston, Rugiranka Tony.
dc.date.accessioned2017-05-16T11:11:22Z
dc.date.available2017-05-16T11:11:22Z
dc.date.created2016
dc.date.issued2016
dc.identifier.urihttp://hdl.handle.net/10413/14499
dc.descriptionMaster of Science in Statistics. University of KwaZulu-Natal, Pietermaritzburg 2016.en_US
dc.description.abstractAbstract available in PDF file.en_US
dc.language.isoen_ZAen_US
dc.subject.otherGARCH model.en_US
dc.subject.otherVolatility.en_US
dc.subject.otherMultivonate GARCH models.en_US
dc.subject.otherStochestic volatility.en_US
dc.titleModelling of volatility in the South African mining sector : application of ARCH and GARCH models.en_US
dc.typeThesisen_US


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