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...

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Bibliographic Details
Published in:	Accounting
Main Authors:	David Umoru, Beauty Igbinovia, Hussein Oseni Omomoha
Format:	Article
Language:	English
Published:	Growing Science 2024-10-01
Subjects:	volatility african stock market time-varying conditional standard deviation patterns of volatility variation of stock prices leptokurtic distribution
Online Access:	http://www.growingscience.com/ac/Vol10/ac_2024_11.pdf

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