Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets

Author:

Kuttu Saint,Aboagye Anthony Q.Q.,Bokpin Godfred A.

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference46 articles.

1. African Development Bank Group, 2011. “Rising Currency Volatility in Africa”. http://www.afdb.org/en/blogs/afdb-championing-inclusive-growth-across-africa/post/rising-currency-volatility-in-africa-8720/. (Accessed 09 November 2015).

2. African Securities Exchange Association, 2011. “ASEA Year Book 2011”. Nairobi, Kenya.

3. African Securities Exchanges Association, 2014. “2014 Annual Report and Statistics”. Nairobi, Kenya.

4. Roughing it up including jump components in the measurement, modelling, and forecasting of return volatility;Andersen;Rev. Econ. Stat.,2007

5. A reduced form framework for modeling volatility of speculative prices based on realized variation measures;Andersen;J. Economet.,2011

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1. Modelling the volatility of crude oil returns: Jumps and volatility forecasts;International Journal of Finance & Economics;2020-07-22

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