Analysing GARCH models across different sample sizes by Purchase, Michael Andrew

Subjects: “…GARCH model…”
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Exchange traded funds and their association with the volatility of the daily returns of major South African banks by Herman, Barak

Subjects: “…GARCH model…”
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An Analysis of the Low-Volatility Anomaly on the Johannesburg Stock Exchange by Harrisberg, Richard

Subjects: “…GARCH…”
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Trading the Days vs. Days of Trading: An Empirical Literature Survey on Calendar Anomalies Across Markets by Kiryakos, Mariam Ashraf

Subjects: “…GARCH model…”
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Greenhouse Gas Emissions and Stock Market Volatility in The Eurozone: Evidence from Sectoral Structure and Climate Policy by Albostany, Toulin Mohamed

Subjects: “…DCC-GARCH…”
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Shrinkage estimation in ARMA-GARCH regression models with an application in Bitcoin returns

Subjects: “…ARMA-GARCH regression…”
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The impact of news on the South African sovereign bond market

Subjects: “…GARCH models…”
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Value at risk and expected shortfall : traditional measures and extreme value theory enhancements with a South African market application by Dicks, Anelda

Subjects: “…GARCH model…”
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Time-varying volatility models and indices : a GARCH option pricing approach

Subjects: “…GARCH…”
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