• DocumentCode
    29244
  • Title

    An asymmetric econometric model of the South African stock market

  • Author

    C B du Toit استاد راهنما

  • University
    University of Pretoria etd
  • Grade
    نامعلوم
  • Major
    PhD )Econometrics( )Economics(
  • Number of pages
    0
  • Publish Date
    2004
  • Keyword

    Stock Market , Markov switching regime model , asymmetric loss function. , asymmetric cointegration , Keywords: business cycle , Asymmetry , econometric model

  • Note
    01
  • Language
    انگليسي