Modeling Return Volatility on the JSE Sectors PDF Download

Author:
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ISBN:
Category : Electronic dissertations
Languages : en
Pages : 149

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Modelling -- Volatility -- Johannesburg Stock Exchange -- ARCH -- GARCH -- EGARCH -- TGARCH -- JSE sectors -- Models.

Author: Zamani Calvin Masinga
Publisher:
ISBN:
Category : Stock price forecasting
Languages : en
Pages : 134

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Author: Oratile Ame Kgosietsile
Publisher:
ISBN:
Category : Stock price forecasting
Languages : en
Pages : 90

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Author: Ronald Mangani
Publisher:
ISBN:
Category : Stock exchanges
Languages : en
Pages : 46

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Author: Management Association, Information Resources
Publisher: IGI Global
ISBN: 1668474611
Category : Business & Economics
Languages : en
Pages : 1953

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The COVID-19 pandemic has shocked economies around the world and created an era of global instability. As the pandemic comes to a close, it is essential to examine global economies in order to achieve and maintain global stability. By maintaining global stability, the world may be prepared for future economic shocks. The Research Anthology on Macroeconomics and the Achievement of Global Stability discusses the emerging opportunities, challenges, and strategies within the field of macroeconomics. It features advancements in the field that encourage global economic stability. Covering topics such as Islamic banking, international trade, and Econophysics, this major reference work is an ideal resource for economists, government leaders and officials, business leaders and executives, finance professionals, students and educators of higher education, librarians, researchers, and academicians.

Author: Sang W. Kim
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 226

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Author: Greg N. Gregoriou
Publisher: CRC Press
ISBN: 1420099558
Category : Business & Economics
Languages : en
Pages : 654

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Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel

Author: Dirk P. Kroese
Publisher: John Wiley & Sons
ISBN: 1118014952
Category : Mathematics
Languages : en
Pages : 627

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A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.

Author: Vito Bobek
Publisher: BoD – Books on Demand
ISBN: 1839684348
Category : Business & Economics
Languages : en
Pages : 226

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The rapid growth and development of emerging economies offer both opportunities and threats for international businesses. Understanding the economic development of emerging markets, combined with a knowledge of the increasingly complex international business market, enables better exploitation of opportunities in increasingly competitive world markets. The BRIC countries, the most prominent emerging markets, have long been discovered by foreign firms due to their enormous potential for investment opportunities. This book offers a comprehensive look at emerging markets, especially as they integrate with the global economy. It offers a conceptual framework to analyze emerging markets from multiple perspectives, including those of indigenous entrepreneurs struggling to overcome constraints to build world-class businesses, multinationals from developed countries tapping into emerging markets for their next growth spurt, and domestic and foreign investors seeking to profit from investment opportunities in emerging markets.

Author: El Bachir Boukherouaa
Publisher: International Monetary Fund
ISBN: 1589063953
Category : Business & Economics
Languages : en
Pages : 35

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This paper discusses the impact of the rapid adoption of artificial intelligence (AI) and machine learning (ML) in the financial sector. It highlights the benefits these technologies bring in terms of financial deepening and efficiency, while raising concerns about its potential in widening the digital divide between advanced and developing economies. The paper advances the discussion on the impact of this technology by distilling and categorizing the unique risks that it could pose to the integrity and stability of the financial system, policy challenges, and potential regulatory approaches. The evolving nature of this technology and its application in finance means that the full extent of its strengths and weaknesses is yet to be fully understood. Given the risk of unexpected pitfalls, countries will need to strengthen prudential oversight.