Modelling Stock Return Volatility Dynamics in Selected African Markets

Daniel King and Ferdi Botha

No 410, ERSA Working Paper Series from Economic Research Southern Africa

Keywords: Africa; Other Macroeconomic Variables; Quantitative Methods; Risk and Uncertainty; Time Series Analysis (search for similar items in EconPapers)
JEL-codes: C52 C58 (search for similar items in EconPapers)
Date: 2014-01-01
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Persistent link: https://EconPapers.repec.org/RePEc:rza:ersawp:410

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