Modelling of volatility in the South African mining sector : application of ARCH and GARCH models.
| dc.contributor.advisor | Ramroop, Shaun. | |
| dc.contributor.advisor | Mwambi, Henry Godwell. | |
| dc.contributor.author | Gaston, Rugiranka Tony. | |
| dc.date.accessioned | 2017-05-16T11:11:22Z | |
| dc.date.available | 2017-05-16T11:11:22Z | |
| dc.date.created | 2016 | |
| dc.date.issued | 2016 | |
| dc.description | Master of Science in Statistics. University of KwaZulu-Natal, Pietermaritzburg 2016. | en_US |
| dc.description.abstract | Abstract available in PDF file. | en_US |
| dc.identifier.uri | http://hdl.handle.net/10413/14499 | |
| dc.language.iso | en_ZA | en_US |
| dc.subject.other | GARCH models. | en_US |
| dc.subject.other | Volatility. | en_US |
| dc.subject.other | Multivonate GARCH models. | en_US |
| dc.subject.other | Stochestic volatility. | en_US |
| dc.title | Modelling of volatility in the South African mining sector : application of ARCH and GARCH models. | en_US |
| dc.type | Thesis | en_US |