STRATEGIC ADAPTATIONS AND VOLATILITY DYNAMICS: MODELING LISTED PRIVATE EQUITY IN SOUTH AFRICA

STRATEGIC ADAPTATIONS AND VOLATILITY DYNAMICS: MODELING LISTED PRIVATE EQUITY IN SOUTH AFRICA

This paper uses advanced econometric methods to explore the statistical properties, volatility dynamics, and macroeconomic determinants of Listed Private Equity (LPE) investments in South Africa from 2010 to 2023. The key objectives include testing for non-normality in LPE returns and assessing vol...

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Bibliographic Details
Main Authors: Chricencia Makanyara MURAPE, Raphael Tabani MPOFU
Format: Article
Language:English
Published: Association of Scientists and Intellectuals of Kosovo 2025-04-01
Series:Prizren Social Science Journal
Subjects:
Listed Private Equity. South Africa. Volatility modeling. GARCH-family models. Macroeconomic factors. Corporate strategies.
Online Access:https://prizrenjournal.com/index.php/PSSJ/article/view/603
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