Browsing by Subject "Nonlinearity test"

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    • Modeling South African banks closing stock prices: a Markov-Switching approach 

      Xaba, Diteboho; Moroke, Ntebogang Dinah; Arkaah, Johnson; Pooe, Charlemagne (International Foundation for Research and Development (IFRD), 2016)
      In this paper, we provide evidence that the five variables used in the study were nonlinear in nature, while finding a better Markov-switching model. The study used dailydata obtained from the Johannesburg Stock Exchange ...