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Speculative ratios and returns volatility in the South African white maize futures market

This paper examines the relationship between trading activity and returns volatility in white maize futures listed on the South African Futures Exchange (SAFEX) and investigates the impact of speculative activity on volatility. Returns volatility is estimated using a GARCH (1,1) model. Trading activ...

Cur síos iomlán

Sábháilte in:
Sonraí bibleagrafaíochta
Príomhchruthaitheoirí: Ayesha Sayed, Christo Auret
Formáid: Artigo
Teanga:Inglês
Foilsithe / Cruthaithe: Taylor & Francis Group 2023-12-01
Sraith:Cogent Economics & Finance
Ábhair:
Rochtain ar líne:https://www.tandfonline.com/doi/10.1080/23322039.2022.2160127
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