Katleho Makatjane

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+267 72 368 216


Statistics

University of Botswana



Application of multivariate generalised autoregressive score models on JSE and SSE all-share index: a copula approach


Conference paper


Katleho Makatjane, Ntebogang Moroke
Annual Proceedings of the South African Statistical Association Conference, vol. 2018, South African Statistical Association (SASA), 2018, pp. 25--32

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Cite

APA   Click to copy
Makatjane, K., & Moroke, N. (2018). Application of multivariate generalised autoregressive score models on JSE and SSE all-share index: a copula approach. In Annual Proceedings of the South African Statistical Association Conference (Vol. 2018, pp. 25–32). South African Statistical Association (SASA).


Chicago/Turabian   Click to copy
Makatjane, Katleho, and Ntebogang Moroke. “Application of Multivariate Generalised Autoregressive Score Models on JSE and SSE All-Share Index: a Copula Approach.” In Annual Proceedings of the South African Statistical Association Conference, 2018:25–32. South African Statistical Association (SASA), 2018.


MLA   Click to copy
Makatjane, Katleho, and Ntebogang Moroke. “Application of Multivariate Generalised Autoregressive Score Models on JSE and SSE All-Share Index: a Copula Approach.” Annual Proceedings of the South African Statistical Association Conference, vol. 2018, South African Statistical Association (SASA), 2018, pp. 25–32.


BibTeX   Click to copy

@inproceedings{makatjane2018a,
  title = {Application of multivariate generalised autoregressive score models on JSE and SSE all-share index: a copula approach},
  year = {2018},
  organization = {South African Statistical Association (SASA)},
  pages = {25--32},
  volume = {2018},
  author = {Makatjane, Katleho and Moroke, Ntebogang},
  booktitle = {Annual Proceedings of the South African Statistical Association Conference}
}


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