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Nico Frederick Katzke

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This is information that was supplied by Nico Katzke in registering through RePEc. If you are Nico Frederick Katzke , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Nico
Middle Name: Frederick
Last Name: Katzke
Suffix:

RePEc Short-ID: pka859

Email:
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Postal Address:
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Affiliation

Department of Economics
Fakulteit Ekonomiese en Bestuurswetenskappe
University of Stellenbosch
Location: Stellenbosch, South Africa
Homepage: http://www.ekon.sun.ac.za/
Email:
Phone: 021-8082247
Fax: +27 (0)21-808 2409
Postal: Private Bag X1, 7602 Matieland
Handle: RePEc:edi:desunza (more details at EDIRC)

Works

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Working papers

  1. Nico Katzke, 2013. "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers 17/2013, Stellenbosch University, Department of Economics.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (1) 2013-09-24. Author is listed

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