Marius Botha
Department of Economics,
Private Bag Potchefstroom, 2520, South Africa
Gary van Vuuren
01d Mutual Asset Managers, PO Box 878, Cape Town, 8000, South Africa
Paul Styger
Department of Economics,
Private Bag Potchefstroom, 2520, South Africa
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How to cite this article
Marius Botha, Gary van Vuuren and Paul Styger, 2001. The Effect of Dynamic Exponential Decay Factor on Volatility and VaR. Journal of Applied Sciences, 1: 24-32.
DOI: 10.3923/jas.2001.24.32
URL: https://scialert.net/abstract/?doi=jas.2001.24.32
DOI: 10.3923/jas.2001.24.32
URL: https://scialert.net/abstract/?doi=jas.2001.24.32