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Testing volatility in Nigeria stock market using GARCH models

Atoi, Ngozi V. - In: CBN journal of applied statistics 5 (2014) 2, pp. 65-93

validate this result. The last twenty eight days out-of-sample forecast adjudged Power-GARCH (1, 1, 1) in student's t error …

Persistent link: https://www.econbiz.de/10011489480

Volatility and asymmetry of the USD/GHS exchange rate : monetary policy implications in Ghana

Akosah, Nana Kwame - In: Ghanaian journal of economics : GJE ; a journal of the … 2 (2014), pp. 154-175

Persistent link: https://www.econbiz.de/10011455150

Volatility analysis in international indices

Altin, Hakan - In: International journal of sustainable economies … 11 (2022) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10014290701

Modelling and forecasting intraday volatility with range-based GARCH models for Indian stock market

Shakeel, Moonis; Arya, Himani - In: International journal of economics and business … 27 (2024) 4, pp. 633-650

Persistent link: https://www.econbiz.de/10015063292

Price incentives, non-price factors, and agricultural production in Sub-Saharan Africa : a cointegration analysis

Thiele, Rainer - 2002

This paper deals with the question of how responsive farmers in Sub-Saharan Africa (SSA) are to changes in incentives. Employing Johansen's multivariate cointegration approach, it investigates for ten selected SSA countries the long-run effect of pricing policies, macroeconomic distortions, and...

Persistent link: https://www.econbiz.de/10011490315

Do we have robust GARCH models under different mean equations : evidence from exchange rates of Thailand?

Tanaporn Tungtrakul; Natthaphat Kingnetr; Songsak … - In: Robustness in econometrics, (pp. 599-613). 2017

Persistent link: https://www.econbiz.de/10011801995

Measuring volatility linkage, clustering and sensitivity to external shocks in Nigerian stock index

Abdullahi, Shafiu Ibrahim - In: International journal of financial services management … 9 (2019) 4, pp. 345-368

Persistent link: https://www.econbiz.de/10012147266

Using a functional approach to test trending volatility in the price of Mexican and international agricultural products

Guerrero, Santiago; Hernández del Valle, Gerardo; … - In: Agricultural economics : the journal of the … 48 (2017) 1, pp. 3-13

Persistent link: https://www.econbiz.de/10011740505

Modeling and forecasting volatility of stock market using family of GARCH models : evidence from CPEC linked countries

Fraz, Tayyab Raza; Fatima, Samreen - In: Global economy journal : GEJ 22 (2022) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10013556985

Is idiosyncratic volatility related to returns?evidence from a subset of firms with quality idiosyncratic volatility estimates

Bergbrant, Mikael; Kassa, Haimanot - In: Journal of banking & finance 127 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012821006