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Showing 1 to 2 of 2 for “"South African FTSE/JSE"”.
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A post-crisis investigation in to the performance of GARCH-based historical & analytical value-at-risk on the FTSE
… the performance of GARCH-based VaR models on the South African FTSE/JSE Top 40 Index. Specifically, this paper investigates whether stability has returned to the VaR measure following its poor performance during the latest global financial crisis (2007). GARCH models are used in both an analytic …
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LSTM prediction capability on the South African JSE Top 40 of historical and live data
… in stock price forecasting using data from the South African FTSE/JSE Top 40 index, a domain yet to be extensively explored, particularly in real-time data analysis. Addressing the gap in existing research, this study assesses LSTM model predictive capability in the South African stock market on …