Measuring volatility persistence and risk in Southern and East African stock markets

William Coffie*

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    7 Citations (SciVal)
    Original languageEnglish
    Pages (from-to)23-36
    Number of pages14
    JournalInternational Journal of Economics and Business Research
    Volume9
    Issue number1
    DOIs
    Publication statusPublished (VoR) - 1 Jan 2015

    Keywords

    • ARCH
    • Africa
    • African stock markets
    • Autoregressive conditional heteroscedaticity
    • Conditional variance
    • GARCH
    • GARCH-M
    • GARCH-in-mean
    • Generalised autoregressive conditional heteroscedaticity
    • Risk
    • Volatility

    Fingerprint

    Dive into the research topics of 'Measuring volatility persistence and risk in Southern and East African stock markets'. Together they form a unique fingerprint.

    Cite this