Now showing items 1-2 of 2

    • Garch modelling of volatility in the Johannesburg Stock Exchange index. 

      Mzamane, Tsepang Patrick. (2013)
      Modelling and forecasting stock market volatility is a critical issue in various fields of finance and economics. Forecasting volatility in stock markets find extensive use in portfolio management, risk management and ...
    • Modelling volatility in financial time series. 

      Dralle, Bruce. (2011)
      The objective of this dissertation is to model the volatility of financial time series data using ARCH, GARCH and stochastic volatility models. It is found that the ARCH and GARCH models are easy to fit compared to the ...