Chapter 3
Modeling and Forecasting Stock Market Volatility in Frontier Markets: Evidence From Four European and Four African Frontier Markets
D.S. Kambouroudis School of Management, University of Stirling, Stirling, Scotland, United Kingdom
Abstract
Modeling and forecasting stock market volatility have been the subject of a large number of studies in the finance literature, particularly after the stock market crash of 1987. The majority of the studies investigating the topic of stock market volatility concentrated on developed economies at first, and more recently emerging markets were considered. However, research on frontier markets is limited. The purpose of this chapter is to enter the ongoing debate on volatility forecasting by modeling ...
Get Handbook of Frontier Markets now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
