Return and Volatility Dynamics among Four African Capital Markets: A Multivariate VAREGARCH Analysis

Saint Kuttu

Return and Volatility Dynamics among Four African Capital Markets: A Multivariate VAREGARCH Analysis

Saint Kuttu

Finance, Helsinki

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

Original language	English
Title of host publication	18th Annual Conference of the Multinational Finance Society
Publication date	06.06.2011
Publication status	Published - 06.06.2011
MoE publication type	A4 Article in conference proceedings
Event	18th Annual Conference of the Mutinational Finance Society (MFS) - Rome, Rome, Italy Duration: 26.06.2011 → 29.06.2011 Conference number: 18

Keywords

511 Economics
KOTA2011

Access to Document

http://mfs.rutgers.edu/MFC/MFC18/MS/MC11~221_Kuttu.pdf

OpenUrl availability

Full text

Cite this

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title = "Return and Volatility Dynamics among Four African Capital Markets: A Multivariate VAREGARCH Analysis",

keywords = "511 Economics, KOTA2011",

author = "Saint Kuttu",

note = " Volume: Proceeding volume: ; 18th Annual Conference of the Mutinational Finance Society (MFS), MFS ; Conference date: 26-06-2011 Through 29-06-2011",

year = "2011",

month = jun,

day = "6",

language = "English",

booktitle = "18th Annual Conference of the Multinational Finance Society",

}

TY - GEN

T1 - Return and Volatility Dynamics among Four African Capital Markets: A Multivariate VAREGARCH Analysis

AU - Kuttu, Saint

N1 - Conference code: 18

PY - 2011/6/6

Y1 - 2011/6/6

KW - 511 Economics

KW - KOTA2011

M3 - Conference contribution

BT - 18th Annual Conference of the Multinational Finance Society

T2 - 18th Annual Conference of the Mutinational Finance Society (MFS)

Y2 - 26 June 2011 through 29 June 2011

ER -