Matches in SemOpenAlex for { <https://semopenalex.org/work/W2565367617> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W2565367617 endingPage "149" @default.
- W2565367617 startingPage "134" @default.
- W2565367617 abstract "Abstract: In most cases, financial variables are explained by leptokurtic distribution and often fail the assumption of normal distribution. This paper sought to explore the robustness of GARCH–type models in forecasting inflation volatility using quarterly time series data spanning 2002 to 2014. The data was sourced from the South African Reserve Bank database. SAS version 9.3 was used to generate the results. The initial analyses of data confirmed non-linearity, hereroscedasticity and non-stationarity in the series. Differencing was imposed in a log transformed series to induce stationarity. Further findings confirmed that ð´ð‘… (1)_ð¼ðºð´ð‘…ð¶ð» (1, 1)model suggested a high degree persistent in the conditional volatility of the series. However, theð´ð‘… (1)_ð¸ðºð´ð‘…ð¶ð» (2, 1)model was found to be more robust in forecasting volatility effects than the ð´ð‘… (1)_ð¼ðºð´ð‘…ð¶ð» (1, 1) and ð´ð‘… (1)_ðºð½ð‘… − ðºð´ð‘…ð¶ð» (2, 1)models. This model confirmed that inflation rates in South Africa exhibits the stylised characteristics such as volatility clustering, leptokurtosis and asymmetry effects. These findings may be very useful to the industry and scholars who wish to apply models that capture heteroscedastic and non-linear errors. The findings may also benefit policy makers and may be referred to when embarking on strategies in-line with inflation rate." @default.
- W2565367617 created "2017-01-06" @default.
- W2565367617 creator A5024335078 @default.
- W2565367617 date "2015-08-30" @default.
- W2565367617 modified "2023-09-26" @default.
- W2565367617 title "An Optimal Generalized Autoregressive Conditional Heteroscedasticity Model for Forecasting the South African Inflation Volatility" @default.
- W2565367617 cites W142661897 @default.
- W2565367617 cites W1507259579 @default.
- W2565367617 cites W1979575715 @default.
- W2565367617 cites W1982288993 @default.
- W2565367617 cites W1983936468 @default.
- W2565367617 cites W1999029409 @default.
- W2565367617 cites W1999814123 @default.
- W2565367617 cites W2005424182 @default.
- W2565367617 cites W2021760340 @default.
- W2565367617 cites W2030704696 @default.
- W2565367617 cites W2061160212 @default.
- W2565367617 cites W2063130671 @default.
- W2565367617 cites W2112059432 @default.
- W2565367617 cites W2121592620 @default.
- W2565367617 cites W2134752891 @default.
- W2565367617 cites W2145856394 @default.
- W2565367617 cites W2160607725 @default.
- W2565367617 cites W2210574738 @default.
- W2565367617 cites W2567627110 @default.
- W2565367617 doi "https://doi.org/10.22610/jebs.v7i4(j).600" @default.
- W2565367617 hasPublicationYear "2015" @default.
- W2565367617 type Work @default.
- W2565367617 sameAs 2565367617 @default.
- W2565367617 citedByCount "3" @default.
- W2565367617 countsByYear W25653676172018 @default.
- W2565367617 countsByYear W25653676172021 @default.
- W2565367617 countsByYear W25653676172022 @default.
- W2565367617 crossrefType "journal-article" @default.
- W2565367617 hasAuthorship W2565367617A5024335078 @default.
- W2565367617 hasBestOaLocation W25653676171 @default.
- W2565367617 hasConcept C101104100 @default.
- W2565367617 hasConcept C105795698 @default.
- W2565367617 hasConcept C117996083 @default.
- W2565367617 hasConcept C149782125 @default.
- W2565367617 hasConcept C159877910 @default.
- W2565367617 hasConcept C162324750 @default.
- W2565367617 hasConcept C166963901 @default.
- W2565367617 hasConcept C23922673 @default.
- W2565367617 hasConcept C24189920 @default.
- W2565367617 hasConcept C2776142675 @default.
- W2565367617 hasConcept C33923547 @default.
- W2565367617 hasConcept C89218465 @default.
- W2565367617 hasConcept C91602232 @default.
- W2565367617 hasConceptScore W2565367617C101104100 @default.
- W2565367617 hasConceptScore W2565367617C105795698 @default.
- W2565367617 hasConceptScore W2565367617C117996083 @default.
- W2565367617 hasConceptScore W2565367617C149782125 @default.
- W2565367617 hasConceptScore W2565367617C159877910 @default.
- W2565367617 hasConceptScore W2565367617C162324750 @default.
- W2565367617 hasConceptScore W2565367617C166963901 @default.
- W2565367617 hasConceptScore W2565367617C23922673 @default.
- W2565367617 hasConceptScore W2565367617C24189920 @default.
- W2565367617 hasConceptScore W2565367617C2776142675 @default.
- W2565367617 hasConceptScore W2565367617C33923547 @default.
- W2565367617 hasConceptScore W2565367617C89218465 @default.
- W2565367617 hasConceptScore W2565367617C91602232 @default.
- W2565367617 hasIssue "4(J)" @default.
- W2565367617 hasLocation W25653676171 @default.
- W2565367617 hasLocation W25653676172 @default.
- W2565367617 hasOpenAccess W2565367617 @default.
- W2565367617 hasPrimaryLocation W25653676171 @default.
- W2565367617 hasRelatedWork W1589470461 @default.
- W2565367617 hasRelatedWork W1998914028 @default.
- W2565367617 hasRelatedWork W2124214840 @default.
- W2565367617 hasRelatedWork W2244904256 @default.
- W2565367617 hasRelatedWork W2356447422 @default.
- W2565367617 hasRelatedWork W2565367617 @default.
- W2565367617 hasRelatedWork W3123446536 @default.
- W2565367617 hasRelatedWork W3138603722 @default.
- W2565367617 hasRelatedWork W3163234143 @default.
- W2565367617 hasRelatedWork W2034765253 @default.
- W2565367617 hasVolume "7" @default.
- W2565367617 isParatext "false" @default.
- W2565367617 isRetracted "false" @default.
- W2565367617 magId "2565367617" @default.
- W2565367617 workType "article" @default.