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

Saint Kuttu

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Original languageEnglish
Title of host publication18th Annual Conference of the Multinational Finance Society
Publication date06.06.2011
Publication statusPublished - 06.06.2011
MoE publication typeA4 Article in conference proceedings
Event18th Annual Conference of the Mutinational Finance Society (MFS) - Rome, Rome, Italy
Duration: 26.06.201129.06.2011
Conference number: 18


  • 511 Economics
  • KOTA2011

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