Modelling and forecasting volatility of the Botswana and Namibia stock market returns: Evidence using GARCH models with different distribution densities

William Coffie*

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    4 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)18-35
    Number of pages18
    JournalGlobal Business and Economics Review
    Volume20
    Issue number1
    DOIs
    Publication statusPublished (VoR) - 2018

    Keywords

    • Conditional variance
    • Distribution densities
    • EGARCH
    • Forecasting volatility
    • GARCH
    • GJR-GARCH
    • Leverage effect

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