Browsing by Subject "ARMAX"

Now showing items 1-2 of 2

    • THE EFFECTS OF HOLIDAYS ON THE GHANAIAN EQUITY MARKET 

      Kudjawu, Alexandra Fafali; Andoh, Charles; Kuttu, Saint (Machakos University, 2019-04)
      This paper sought to determine if the Ghanaian equity market is a semi-strong efficient market by investigating whether or not the holiday effect exists by adopting an ARMAX (2, 2) - GARCH (1, 1) model with 𝐺𝐿+ innovation. ...

    • The Effects of Holidays on the Ghanaian Equity Market 

      Kudjawu, Alexandra Fafali; Andoh, Charles; Kuttu, Saint (MksU Press, 2021-06)
      This paper sought to determine if the Ghanaian equity market is a semi-strong efficient market by investigating whether or not the holiday effect exists by adopting an ARMAX (2, 2) - GARCH (1, 1) model with 𝐺𝐿+innovation. ...