Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using Garch Models
Frimpong J. Magnus and Oteng-Abayie E. Fosu
DOI : 10.3844/ajassp.2006.2042.2048
American Journal of Applied Sciences
Volume 3, Issue 10
This paper models and forecasts volatility (conditional variance) on the Ghana StockExchange using a random walk (RW), GARCH(1,1), EGARCH(1,1), and TGARCH(1,1) models. Theunique
© 2006 Frimpong J. Magnus and Oteng-Abayie E. Fosu. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.