@article{bcbb504a61264f629738694a85a638a1,
title = "Measuring volatility persistence and risk in Southern and East African stock markets",
keywords = "ARCH, Africa, African stock markets, Autoregressive conditional heteroscedaticity, Conditional variance, GARCH, GARCH-M, GARCH-in-mean, Generalised autoregressive conditional heteroscedaticity, Risk, Volatility",
author = "William Coffie",
note = "Publisher Copyright: Copyright {\textcopyright} 2015 Inderscience Enterprises Ltd.",
year = "2015",
month = jan,
day = "1",
doi = "10.1504/IJEBR.2015.066009",
language = "English",
volume = "9",
pages = "23--36",
journal = "International Journal of Economics and Business Research",
issn = "1756-9850",
publisher = "Inderscience",
number = "1",
}