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...

詳細記述

書誌詳細

出版年:	Accounting
主要な著者:	David Umoru, Beauty Igbinovia, Hussein Oseni Omomoha
フォーマット:	論文
言語:	英語
出版事項:	Growing Science 2024-10-01
主題:	volatility african stock market time-varying conditional standard deviation patterns of volatility variation of stock prices leptokurtic distribution
オンライン･アクセス:	http://www.growingscience.com/ac/Vol10/ac_2024_11.pdf