Bayesian Switching Volatility Models for Analysing Stock Returns in Ghana
Bayesian Switching Volatility Models for Analysing Stock Returns in Ghana
About this item
Full title
Author / Creator
Publisher
Berlin: De Gruyter
Journal title
Language
English
Formats
Publication information
Publisher
Berlin: De Gruyter
Subjects
More information
Scope and Contents
Contents
The goal of this research was to use Bayesian switching volatility models to model the stock returns of the GCB, bank in Ghana. Monthly stock prices of GCB bank for the period of 138 months were used for the study. The two-state Markov-Switching GARCH models were used in the study to determine the best model for modelling and forecasting the stock...
Alternative Titles
Full title
Bayesian Switching Volatility Models for Analysing Stock Returns in Ghana
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Record Identifier
TN_cdi_proquest_journals_2674657680
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2674657680
Other Identifiers
ISSN
2194-6299
E-ISSN
2151-7509
DOI
10.1515/spp-2022-0002
