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Publications (2)

Evaluating South Africa’s market risk using asymmetric power auto-regressive conditional heteroscedastic model under heavy-tailed distributions
Article scientifique · 2019
Co-integration analysis with structural breaks: South Africa’s gold mining index and USD/ZAR exchange rate
Article scientifique · 2016

Domaines principaux

Sciences économiques et de gestion2

Statistiques

Consultations4
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