Article · Journal · 2019

A Markov regime switching approach to estimating the volatility of Johannesburg Stock Exchange (JSE) returns

Investment Management and Financial Innovations

Citations: 3from other works
Field-weighted impact: 0.261.00 is the world average for its field and year
Among its field: 59th percentileby citations, against works of its field and year
Authors: 2from 2 institutions

Authors

2 authors across 2 institutions in 2 countries