Conference paper
Annual Proceedings of the South African Statistical Association Conference, vol. 2018, South African Statistical Association (SASA), 2018, pp. 25--32
Contact description
APA
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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
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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
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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}
}