Analysing Existence of Volatility Persistence in Sub-Sahara Africa Stock Markets
The aim of this paper was to analyse volatility persistence in Sub-Sahara stock markets. The study concentrated on selected markets including Ghana, Nigeria and South Africa by analysing univariate GARCH (1,1) model using monthly data from January 2000 to December 2017. Estimates from descriptive st...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Merdeka Malang
2019-08-01
|
| Series: | AFRE (Accounting and Financial Review) |
| Subjects: | |
| Online Access: | https://jurnal.unmer.ac.id/index.php/afr/article/view/3263 |