GARCH-M models for South Africa.
Abstract Periodic generalized autoregressive conditionally heteroscedastic (PGAR
This paper focused on comparative performance of GARCH models, ascertaining the best model fit, esti
Abstract: Financial and economic variables fluctuate owing to a variety of causes, including economi
La modélisation et la prévision de la volatilité sont devenues de plus en plus importantes ces derni
The aim of this research work was to provide model for predicting stock volatility in Nigeria Stock
This chapter describes the emergence of m-government in Africa. It examines the introduction of m-go