Modelling stock return volatility : comparative evidence form selected emerging African and Western developed markers
William Coffie; Osita Chukwulobelu
| Year of publication: |
2014
|
|---|---|
| Authors: | Coffie, William ; Chukwulobelu, Osita |
| Published in: |
International journal of management practice : IJMP. - Olney, Bucks : Inderscience Enterprises, ISSN 1477-9064, ZDB-ID 2164926-1. - Vol. 7.2014, 4, p. 366-379
|
| Subject: | Arfican stock markets | developed markets | return volatility | GARCH | GARCH-M | Volatilität | Volatility | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Börsenkurs | Share price | Afrika | Africa |
| 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/10010480221