Now showing items 1-1 of 1

    • Ekonometriese modelle in finansiële risiko 

      De Jongh, P.J. (AOSIS, 2008)
      This paper provides an overview of the contributions by prof JH Venter to financial risk and volatility modelling, estimation and forecasting. Venter's research is based on the classical GARCH model which he refines in ...