Modelling External Debt Using VECM and GARCH Models

Naledi Blessing Mokoena, Johannes Tshepiso Tsoku, Martin Chanza. Modelling External Debt Using VECM and GARCH Models. In Pandian Vasant, Ivan Zelinka, Gerhard-Wilhelm Weber, editors, Intelligent Computing & Optimization - Proceedings of the 4th International Conference on Intelligent Computing and Optimization, ICO 2021, Hua Hin, Thailand, 30-31 December 2021. Volume 371 of Lecture Notes in Networks and Systems, pages 577-591, Springer, 2021. [doi]

Authors

Naledi Blessing Mokoena

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Johannes Tshepiso Tsoku

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Martin Chanza

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