A GARCH analysis of the holiday effect in the South African equity market

Batsirai Mazviona*, Gisele Mah, Ireen Choga

*Corresponding author for this work

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalActa Universitatis Danubius. Œconomica
Volume17
Issue number5
Pages (from-to)263-275
ISSN2065-0175
Publication statusPublished - 18. Nov 2021
Externally publishedYes

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