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Browsing by Subject "B.Spline-Garch (BSGARCH) Model, GARCH Model, EGARCH Model, GJR-GARCH Model, APARCH Model"

Browsing by Subject "B.Spline-Garch (BSGARCH) Model, GARCH Model, EGARCH Model, GJR-GARCH Model, APARCH Model"

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  • A Hybrid B.Spline-Garch (BSGARCH) Model For Stock Market Volatility 
    Agyarko, Kofi (University of Mines and Technology, Tarkwa, 2023-10)
    This study aimed to propose the BSGARCH (1,1) model, a hybrid Basis Spline GARCH-type model suitable for modelling the volatility of nancial time series. The proposed model was compared with other classical GARCH-type ...

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