Are frontier African markets inefficient or adaptive? : application of rolling GARCH models
Adefemi A. Obalade, Akona Tshutsha, Lungelo Mvuyana, Nothando Ndlovu, Paul-Francois Muzinduts
| Year of publication: |
2022
|
|---|---|
| Authors: | Obalade, Adefemi Alamu ; Tshutsha, Akona ; Mvuyana, Lungelo ; Ndlovu, Nothando ; Muzindutsi, Paul-Francois |
| Published in: |
Journal of Economics and Financial Analysis. - Ashgabat : [Verlag nicht ermittelbar], ISSN 2521-6619, ZDB-ID 2913606-4. - Vol. 6.2022, 1, p. 19-35
|
| Subject: | Calendar Effect | Frontier Markets | GARCH | Adaptive Market Hypothesis | Market Efficiency | Rolling Window | ARCH-Modell | ARCH model | Effizienzmarkthypothese | Efficient market hypothesis | Afrika | Africa | Kalendereffekt | Calendar effect |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1991/jefa.v6i1.a49 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350512