Analysing Existence of Volatility Persistence in Sub-Sahara Africa Stock Markets

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...

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Bibliographic Details
Main Author: Peter Ifeanyichukwu Ali
Format: Article
Language:English
Published: University of Merdeka Malang 2019-07-01
Series:AFRE (Accounting and Financial Review)
Subjects:
stock market returns
volatility persistence
garch model
the sub-sahara africa stock markets
Online Access:http://jurnal.unmer.ac.id/index.php/afr/article/view/3263/pdf

Internet

http://jurnal.unmer.ac.id/index.php/afr/article/view/3263/pdf

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