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Evaluating Stock Index Return Value at Risk Estimates in South Africa: Comparative Evidence for Symmetric Asymmetric and Long Memory GARCH Models

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Material type: Article

ArticleLanguage: ENG Series: ; 9Publication details: Dec 2011 0Edition: 3Description: 325-345 PpSubject(s):

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Item type	Current library	Call number	Status	Date due	Barcode
Articles	Main Library	McM (Browse shelf(Opens below))	Available		AR12005

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Previous	MCL Management of Research, Development and Design in Industry (R)	McL Strategic Planning Processes in Chaotic Environments : How to Calm a Turbulent Sea ?	McL ACA and Delivery System Reform Update: A Balance Scorecard Analysis	McM Evaluating Stock Index Return Value at Risk Estimates in South Africa: Comparative Evidence for Symmetric Asymmetric and Long Memory GARCH Models	McN Welcome Aboard : But Don't Change A Thing	Mcn Role of Values and Leadership in Organizational Transformation	McN They Bought in. Now they Want to Bail out	Next

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