AN INTELLIGENT APPROACH FOR THE CHALLENGES IN THE EVALUATION OF PUBLIC ACCOUNTANT FIRMS UNDER UNCERTAINTIES




Modelling the oil price volatility and macroeconomic variables in South Africa using the symmetric and asymmetric GARCH models

This article employed the ARCH, GARCH and EGARCH models to model the oil price volatility and macroeconomic variables in South Lighters Africa for the period 1990Q1 to 2018Q2.The macroeconomic variables used in the study are GDP, inflation, interest rate and exchange rates.According to ARCH (1) and GARCH (1, 1) models, exchange rate and interest ra

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