@article{213b03ad53784d34ac2654506bba3d1c,
title = "Modelling and forecasting volatility of the Botswana and Namibia stock market returns: Evidence using GARCH models with different distribution densities",
keywords = "Conditional variance, Distribution densities, EGARCH, Forecasting volatility, GARCH, GJR-GARCH, Leverage effect",
author = "William Coffie",
note = "Publisher Copyright: Copyright {\textcopyright} 2018 Inderscience Enterprises Ltd.",
year = "2018",
doi = "10.1504/GBER.2018.088469",
language = "English",
volume = "20",
pages = "18--35",
journal = "Global Business and Economics Review",
issn = "1097-4954",
publisher = "Inderscience",
number = "1",
}