Author Details

Mutema, George, University of Johannesburg, South Africa

Vol 12, No 4 (2009) - Original Research
Volatility forecasting and value-at-risk estimation in emerging markets: the case of the stock market index portfolio in South Africa
Abstract PDF

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South African Journal of Economic and Management Sciences | ISSN: 1015-8812 (PRINT) | ISSN: 2222-3436 (ONLINE)