Open AccessExamining stylized facts and trends of FTSE/JSE TOP40: a parametric and Non-Parametric approach
Author(s) -
Katleho Makatjane,
Ntebogang Dinah Moroke
Publication year - 2022
Publication title -
data science in finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2769-2140
DOI - 10.3934/dsfe.2022015
Subject(s) - volatility clustering , stylized fact , volatility (finance) , portfolio , diversification (marketing strategy) , econometrics , economics , ewma chart , financial economics , autoregressive conditional heteroskedasticity , index (typography) , business , computer science , macroeconomics , process (computing) , marketing , control chart , world wide web , operating system
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