Modeling and forecasting the volatility of some industry development indicators in Ethiopia using multivariate GARCH models

Abstract Industry development indicators refer to a set of measures used to assess the performance and growth of industries. The main aim of this study was to assess the relationship between industry development indicators in Ethiopia using a multivariate GARCH model based on World Bank data from 19...

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Bibliographic Details
Published in:Scientific Reports
Main Authors: Getachew Abate Dagnew, Birhan Walie Alamneh, Wosenie Gebireamanuel Hailu
Format: Article
Language:English
Published: Nature Portfolio 2024-06-01
Online Access:https://doi.org/10.1038/s41598-024-64749-3