Volatility patterns of stock prices
Research on stock exchange markets is essential to stock market investors as it offers sensitivities to risk management. This research investigates the patterns of the volatility of stock market prices in ten African stock markets. We estimated the dynamic GARCH model of Engle using the method of ma...
Główni autorzy: | , , |
---|---|
Format: | Artykuł |
Język: | English |
Wydane: |
Growing Science
2024-10-01
|
Seria: | Accounting |
Hasła przedmiotowe: | |
Dostęp online: | http://www.growingscience.com/ac/Vol10/ac_2024_11.pdf |