Characterization and Prediction of the Ghana Stock Exchange Composite Index Utilizing Bayesian Stochastic Volatility Models

Characterization and Prediction of the Ghana Stock Exchange Composite Index Utilizing Bayesian Stochastic Volatility Models

This study delves into the dynamics of the Ghana Stock Exchange Composite Index (GSE-CI) over the period from 2011 to 2022, a symbolic emerging market index that presents unique challenges and opportunities for financial analysis. We characterize the GSE-CI using advanced analytical tools such as th...

Full description

Saved in:
Bibliographic Details
Main Authors: Osei K. Tweneboah, Kwesi A. Ohene-Obeng, Maria C. Mariani
Format: Article
Language:English
Published: MDPI AG 2024-12-01
Series:Risks
Subjects:
Stochastic Volatility models
financial time series
Ghana Stock Exchange Composite Index
Hurst exponent
<i>R</i>/<i>S</i> analysis
Online Access:https://www.mdpi.com/2227-9091/13/1/3
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items

Similar Items