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

Simple item page
dc.contributor.advisorKotze, Kevinen_ZA
dc.contributor.authorSumter, Christopheren_ZA
dc.date.accessioned2014-07-31T12:21:40Z
dc.date.available2014-07-31T12:21:40Z
dc.date.issued2013en_ZA
dc.description.abstractIncludes abstract. Includes bibliographical references.en_ZA
dc.identifier.apacitationSumter, C. (2013). <i>Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Economics. Retrieved from http://hdl.handle.net/11427/5688en_ZA
dc.identifier.chicagocitationSumter, Christopher. <i>"Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Economics, 2013. http://hdl.handle.net/11427/5688en_ZA
dc.identifier.citationSumter, C. 2013. Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Sumter, Christopher AB - Includes abstract. Includes bibliographical references. DA - 2013 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2013 T1 - Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models TI - Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models UR - http://hdl.handle.net/11427/5688 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/5688
dc.identifier.vancouvercitationSumter C. Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Economics, 2013 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/5688en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentSchool of Economicsen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherApplied Economicsen_ZA
dc.titleForecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility modelsen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMComen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
thesis_com_2013_sumter_christopher.pdf
Size:
2.42 MB
Format:
Adobe Portable Document Format
Description:
Download
Collections
Masters