Stock Market Volatility Clustering and Asymmetry in Africa: A Post Global Financial Crisis Evidence
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More about this item
Keywordsstock market returns; volatility clustering; asymmetry; GARCH models; Africa;
All these keywords.
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G0 - Financial Economics - - General
- N27 - Economic History - - Financial Markets and Institutions - - - Africa; Oceania
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AFR-2019-03-18 (Africa)
- NEP-CFN-2019-03-18 (Corporate Finance)
- NEP-ETS-2019-03-18 (Econometric Time Series)
- NEP-RMG-2019-03-18 (Risk Management)
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