Browsing by Subject "GARCH(1,1)"

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  • All Markets are not Created Equal - Evidence from the Ghana Stock Exchange 
    Korkpoe, Carl H.; Amarteifio, Edward (University of Cape Coast, 2018)
    We investigated the model fit for volatility of returns from the Ghana Stock Exchange All Share Index for the Bayesian versions of GARCH(1,1) with student-t innovations and stochastic volatility. We found evidence in ...