Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models
Year of publication: |
2006-10-07
|
---|---|
Authors: | Frimpong, Joseph Magnus ; Oteng-Abayie, Eric Fosu |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Ghana Stock Exchange | developing financial markets | volatility | GARCH model |
-
A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns
Köksal, Bülent, (2009)
-
The Curious Case of Portfolio Selection : Analysis of Correlations and Diversification over Time
Oskay, Bora, (2018)
-
Lithin BM, (2023)
- More ...
-
Frimpong, Joseph Magnus, (2006)
-
Aggregate Import demand and Expenditure Components in Ghana:An Econometric Analysis
Frimpong, Joseph Magnus, (2006)
-
Bivariate causality analysis between FDI inflows and economic growth in Ghana
Frimpong, Joseph Magnus, (2006)
- More ...