Search
Now showing items 1-3 of 3
The performance of conditional heteroskedastic VAR enhanced Multivariate GARCH models on the time varying integrated data
(North-West University (South Africa), 2018)
The study investigated the performance of conditional heteroskedastic vector autoregressive (VAR) enhanced Multivariate GARCH models on the time varying integrated data. These models allow the conditional-on-past-history ...
The performance of conditional heteroskedastic VAR enhanced Multivariate GARCH models on the time varying integrated data
(North-West University (South Africa), 2018)
The study investigated the performance of conditional heteroskedastic vector autoregressive (VAR) enhanced Multivariate GARCH models on the time varying integrated data. These models allow the conditional-on-past-history ...
Trends and volatility in macroeconomic time series data
(North-West University (South Africa), 2001)
"No abstract available"