Work

Investigating the conditional correlations of style portfolios on the JSE

Year: 2015

Type: dissertation

Author: Tyrone Brian Hopwood

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2254554186

Cites: 163

Cited by:

Related to: 10