id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ijfb-1177	Rusere, Warren; Kaseke, Forbes	MODELING SOUTH AFRICAN STOCK MARKET VOLATILITY USING UNIVARIATE SYMMETRIC AND ASYMMETRIC GARCH MODELS	2021	16	.pdf	application/pdf	7603	482	50	Structural breaks and GARCH models of stock return volatility: The case of South Africa. Modeling and forecasting stock return volatility in the JSE Securities Exchange (Doctoral dissertation).	cache/ijfb-1177.pdf	txt/ijfb-1177.txt