Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model

by Audu, Buba
Published 2017

Comparison of forecasting performance between MODWT-GARCH(1,1) and MODWT-EGARCH(1,1) models: Evidence from African stock markets

by Ismail, Mohd Tahir, Audu, Buba, Tumala, Mohammed Musa
Published 2016

Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets

by Ismail, Mohd Tahir, Audu, Buba, Tumala, Mohammed Musa
Published 2016