University of Cape Coast Institutional Repository

Browsing SCHOOL OF BUSINESS by Subject "Stochastic volatility"

Browsing SCHOOL OF BUSINESS by Subject "Stochastic volatility"

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  • 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 ...

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