Modelling of volatility in the South African mining sector : application of ARCH and GARCH models.

Ramroop, Shaun.Mwambi, Henry Godwell.Gaston, Rugiranka Tony.2017-05-162017-05-1620162016http://hdl.handle.net/10413/14499Master of Science in Statistics. University of KwaZulu-Natal, Pietermaritzburg 2016.Abstract available in PDF file.en-ZAGARCH models.Volatility.Multivonate GARCH models.Stochestic volatility.Modelling of volatility in the South African mining sector : application of ARCH and GARCH models.Thesis