Browsing Faculty of Science by Author "Abass, O"

Now showing items 1-1 of 1

  • Forecasting Volatility of Stock Indices with HMM-SV Models 

    Nkemnole, E. B; Abass, O; Wulu, J. T (Ectap, 2017)
    The use of volatility models to generate volatility forecasts has given vent to a lot of literature. However, it is known that volatility persistence, as indicated by the estimated parameter rp , in Stochastic Volatility ...