Open AccessPREDICTING REGIME SHIFTS IN JOHANNESBURG STOCK EXCHANGE ALLSHARE INDEX (JSE-ALSI): A MARKOV-SWITCHING APPROACH
Author(s) -
Katleho Makatjane,
Edward Kagiso Molefe
Publication year - 2020
Publication title -
eurasian journal of economics and finance
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2148-0192
DOI - 10.15604/ejef.2020.08.02.004
Subject(s) - markov chain , index (typography) , stock exchange , mathematics , stock (firearms) , statistics , econometrics , economics , computer science , engineering , world wide web , mechanical engineering , finance