Inflation and stock return volatility in selected African countries: A GARCH-MIDAS approach

Tax and price stability in selected African countries: A GARCH-MIDAS approach

Presidential elections and stock return volatility: evidence from selected sub-Saharan African stock markets

Purpose This paper aims to investigate the effect of presidential elections on stock return volatil

MODELING THE VOLATILITY FOR SOME SELECTED BEVERAGES STOCK RETURNS IN NIGERIA (2012-2021): A GARCH MODEL APPROACH

The volatility of equity returns for two beverages traded on the Nigerian stock exchange is the subj

Modeling Stock Market Volatility Using GARCH Approach on the Ghana Stock Exchange

The study examined and modeled stock market volatility of financial return series for three listed e

MODELLING THE VOLATILITY OF STOCK RETURNS IN SOME SELECTED AFRICAN COUNTRIES

This paper applied Multivariate Generalized Autoregressive Conditional Heteroscedasticity (MGARCH) M

VOLATILITY ESTIMATION OF STOCK PRICES USING GARCH METHOD

Economic decisions are modeled based on perceived distribution of the random variables in the future