Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models

Sumter, Christopher

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School of Economics

Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models

dc:creator Sumter, Christopher

dc:date.issued2013

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Includes abstract. Includes bibliographical references.

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Grantor dc:publisher.institution: School of Economics
Year dc:date.issued: 2013

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Author dc:creator: Sumter, Christopher
Advisor dc:contributor.advisor: Kotze, Kevin

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Language dc:language.iso: eng

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Handle dc:identifier.uri: http://hdl.handle.net/11427/5688
OAI identifier oai:identifier: oai:open.uct.ac.za:11427/5688

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Harvested from: University of Cape Town
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Last updated: 2026-07-22
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Sumter, Christopher. Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models. School of Economics, 2013. http://hdl.handle.net/11427/5688

Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models

Abstract

Degree

Author and committee

Rights

Identifiers

Chain of custody

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