Irene Dekomwine Angbing
Biographic Data
| ID | 6891689 |
|---|---|
| NAME | Irene Dekomwine Angbing |
| GIVEN NAMES | Irene Dekomwine |
| FAMILY NAME | Angbing |
| SIGNATURE | ANGBING I D |
| AFFILIATIONS | C.K. Tedam University of Technology and Applied Sciences |
| ORCID | 0000-0001-9924-7086 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
Bayesian Switching Volatility Models for Analysing Stock Returns in Ghana
The goal of this research was to use Bayesian switching volatility models to model the stock returns of the GCB, bank in Ghana. Monthly stock prices of GCB bank for the period of 138 months were used for the study. The two-state Markov-Switching GARCH models were used in the study to determine the best model for modelling and forecasting the stock returns. The Deviance Information Criteria was considered when selecting the best model. Based on th…
No prominent works on this page.
Bayesian Switching Volatility Models for Analysing Stock Returns in Ghana
The goal of this research was to use Bayesian switching volatility models to model the stock returns of the GCB, bank in Ghana. Monthly stock prices of GCB bank for the period of 138 months were used for the study. The two-state Markov-Switching GARCH models were used in the study to determine the best model for modelling and forecasting the stock returns. The Deviance Information Criteria was considered when selecting the best model. Based on th…
Autoregressive conditional heteroskedasticity (1 work) · Bayesian inference (1 work) · Bayesian probability (1 work) · Deviance (statistics (1 work) · Deviance information criterion (1 work) · Econometrics (1 work) · Economics (1 work) · Engineering (1 work) · Financial economics (1 work) · Financial Risk and Volatility Modeling (1 work)