Jamela Hoveni

3 Questions 7 Answers 0 Followers

Questions related from Jamela Hoveni

What is the best way to deal with missing observations in time series data?

I'm looking at stock market data. Some daily observations are missing. What is the best way to deal with missing observations?

21 September 2020 5,526 6 View

Where can I find daily stock market data for Ghana, Mauritius and Seychelles?

I am looking at 10 stock markets in Africa. I was able to download MSCI index for: SA, Egypt, Kenya, Nigeria, Morocco, Tunisia, Botswana and Zimbabwe. I missing : Ghana, Mauritius and Seychelles....

16 September 2020 4,316 0 View

Can anyone recommend a good book/article on multivariate GARCH-M models?

I have looked at Econometrics books such as Brooks time series Econometrics but i'm looking for books and articles that specialize in GARCH models.

11 September 2020 2,320 8 View