Open AccessModelling of Daily Price Volatility of South Africa Property Stock Market Using GARCH Analysis
Author(s) -
Tosin B. Fateye,
Oluwaseun Ajayi,
Cyril Ayodele Ajayi
Publication year - 2022
Publication title -
journal of african real estate research
Language(s) - English
Resource type - Journals
ISSN - 2304-8395
DOI - 10.15641/jarer.v7i2.1144
Subject(s) - autoregressive conditional heteroskedasticity , volatility (finance) , financial economics , stock market , stock exchange , economics , property market , share price , real estate investment trust , monetary economics , econometrics , finance , real estate , geography , context (archaeology) , archaeology
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