ANALYSING VOLATILITY IN EQUITY INDICES – A MARKOV APPROACH FOR BOTSWANA DOMESTIC COMPANY INDICES
<p>ENGLISH ABSTRACT: TIn financial economics, forecasting volatility in stock indices and currency returns has received considerable attention in the last two decades. Many traditional econometric methods forecast asset returns by a point prediction of volatility. The central contribut...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Stellenbosch University
2012-01-01
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| Series: | South African Journal of Industrial Engineering |
| Subjects: | |
| Online Access: | http://sajie.journals.ac.za/pub/article/view/35 |