Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using Garch Models| Science Publications

American Journal of Applied Sciences

Oteng-Abayie E. Fosu¹  Frimpong J. Magnus¹ 

关键词: Ghana Stock Exchange;    developing financial markets;    volatility;    GARCH model;   

DOI  :  10.3844/ajassp.2006.2042.2048

学科分类：自然科学（综合）

来源: Science Publications

【 摘 要 】

This paper models and forecasts volatility (conditional variance) on the Ghana StockExchange using a random walk (RW), GARCH(1,1), EGARCH(1,1), and TGARCH(1,1) models. Theunique

【 授权许可】

Unknown