The impact of news on the South African sovereign bond market

Subjects: “…GARCH models…”
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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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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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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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