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Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange

  • Published:2006 Issue: Volume: Page:
  • ISSN:1556-5068
  • Container-title:SSRN Electronic Journal
  • language:en
  • Short-container-title:SSRN Journal

Author:

Oteng-Abayie Eric F.,Frimpong Magnus Joseph

Publisher

Elsevier BV

Reference11 articles.

1. Forecasting Financial Volatility: Evidence from Chinese Stock Market;P Hongyu;Working Paper in Economics and Finance,2006

2. Equity Market Integration versus Segmentation in Three Dominant Markets of the Southern African Customs Union: Cointegration and Causality Tests;J Piesse;Applied Economics,2002

3. Does the Stock Market Matter in Ghana? A Granger-Causality Analysis;V Osei;Bank of Ghana. Page,2005

4. Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange;P Alagidede;Discussion Paper Series,2006

5. Conditional Heteroskedasticity in Asset Returns: A New Approach

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1. Exploring Asymmetric GARCH Models for Predicting Indian Base Metal Price Volatility;Folia Oeconomica Stetinensia;2024-05-31

2. Forecasting the Pharmaceutical Stock Prices in China in the Context of the Coronavirus Crisis Based on ARIMA-GARCH Model;Proceedings of the 2022 3rd International Conference on E-commerce and Internet Technology (ECIT 2022);2022-11-10

3. Modelling External Debt Using VECM and GARCH Models;Intelligent Computing & Optimization;2022

4. Stock returns volatility persistence and spillover effects: Empirical evidence from Vietnam;Can Tho University Journal of Science;2017
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