4   Artículos

 
en línea
Katleho Makatjane and Ntebogang Moroke    
During the past decades, seasonal autoregressive integrated moving average (SARIMA) had become one of a prevalent linear models in time series and forecasting. Empirical research advocated that forecasting with non-linear models can be an encouraging alt... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Morotola Pholohane, Oluseye Ajuwon, Nicolene Wesson     Pág. 59 - 93
This study explored the price reactions of shares moving in and out of Johannesburg Stock Exchange (JSE) Top 40 Index by applying three models to calculate the abnormal returns of the stocks; namely: the market model, the Capital Asset Pricing Model (CAP... ver más
Revista: Journal of Smart Economic Growth    Formato: Electrónico

 
en línea
Peter W. Baur    
Revista: Journal of Economic and Financial Sciences (JEF)    Formato: Electrónico

 
en línea
Paul Snyman,Nico Smith    
AbstractFinancial planners often manage volatility believing that it is the same as managing risk. The FTSE/JSE Top 40 Index (Topi) and the FTSE/JSE All Share Index (Alsi) were used as samples to investigate volatility and risk in equity investments. A t... ver más
Revista: Journal of Economic and Financial Sciences (JEF)    Formato: Electrónico

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