Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets
Ismail, Mohd Tahir, Audu, Buba, Tumala, Mohammed MusaLanguage:
english
Journal:
The Journal of Finance and Data Science
DOI:
10.1016/j.jfds.2016.09.002
Date:
September, 2016
File:
PDF, 582 KB
english, 2016