Open AccessPrediction of the Volatility of Ghana Stock Exchange Main Index by Using the Generalised Autoregressive Conditional Heteroskedasticity Model
Author(s) -
Baccah Francis Kwadzo,
Daniel Mireku Gyimah,
Nyarko Peter
Publication year - 2019
Publication title -
international journal of business and management
Language(s) - English
Resource type - Journals
ISSN - 2321-8916
DOI - 10.24940/theijbm/2019/v7/i10/bm1910-054
Subject(s) - autoregressive conditional heteroskedasticity , econometrics , volatility clustering , volatility (finance) , heteroscedasticity , stock market index , autoregressive model , economics , index (typography) , stock exchange , stock market , computer science , finance , world wide web , paleontology , horse , biology