Modelling stock return volatility: Comparative evidence from selected emerging African and Western developed markets

William Coffie; Osita Chukwulobelu

doi:10.1504/IJMP.2014.065232

Modelling stock return volatility: Comparative evidence from selected emerging African and Western developed markets

William Coffie^*, Osita Chukwulobelu

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Original language	English
Pages (from-to)	366-379
Number of pages	14
Journal	International Journal of Management Practice
Volume	7
Issue number	4
DOIs	https://doi.org/10.1504/IJMP.2014.065232
Publication status	Published (VoR) - 2014

Keywords

African stock markets
Developed markets
GARCH
GARCH-M
Return volatility

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title = "Modelling stock return volatility: Comparative evidence from selected emerging African and Western developed markets",

keywords = "African stock markets, Developed markets, GARCH, GARCH-M, Return volatility",

author = "William Coffie and Osita Chukwulobelu",

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year = "2014",

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language = "English",

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AU - Chukwulobelu, Osita

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KW - GARCH-M

KW - Return volatility

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Modelling stock return volatility: Comparative evidence from selected emerging African and Western developed markets

Keywords

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