Volatility models applied to risk measurement after the global financial crisis

Thesis

Open access

Pierre Johan Venter

MCom, University of Johannesburg

2018

Handle:

https://hdl.handle.net/10210/283321

Abstract

Investments

Financial risk management

Global Financial Crisis, 2008-2009

Please refer to full text to view abstract. M.Com. (Investment Management)

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Title: Volatility models applied to risk measurement after the global financial crisis
Creators - without role: Pierre Johan Venter
Contributors - without role: N. Oberholzer
C.C.A. Labuschagne
Awarding Institution: University of Johannesburg; MCom
Theses and Dissertations: MCom, University of Johannesburg
Identifiers: 9911999607691
Copyright: University of Johannesburg
Academic Unit: Department of Finance and Investment
Resource Type: Thesis