Modelling and forecasting volatility of the Botswana and Namibia stock market returns : evidence using GARCH models with different distribution densities
William Coffie
| Year of publication: |
2018
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|---|---|
| Authors: | Coffie, William |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 20.2018, 1, p. 18-35
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| Subject: | leverage effect | GARCH | EGARCH | GJR-GARCH | forecasting volatility | conditional variance | distribution densities | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Botsuana | Botswana | Börsenkurs | Share price | Namibia | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011953628