Impact of COVID-19 on Stock Market Volatility and Forecast using ARIMA and EGARCH

Authors

  • Aminu Osman

  • Anthony Abaidoo

  • Justina Antwi-Konadue

  • Frances Kwaw Andoh

Keywords:

covid-19, stock exchange, composite index, autoregressive, moving average, ARIMA, GARCH

Abstract

Abstract not found

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How to Cite

Impact of COVID-19 on Stock Market Volatility and Forecast using ARIMA and EGARCH. (2023). Global Journal of Human-Social Science, 23(E2), 51-65. https://socialscienceresearch.org/index.php/GJHSS/article/view/103731

References

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I Sunarya (2019) Modeling and Forecasting Stock Market Volatility of NASDAQ Composite Index. 2(3), 181-189.

Yonggui Wang, Aoran Hong, Xia Li, Jia Gao (2020) Marketing innovations during a global crisis: A study of China firms' response to COVID-19. 116, 214-220.

(2021) WHO Coronavirus Disease (COVID-19) Dashboard. 10(1).

(2020) World Economic Outlook, April 2020.

S Wren-Lewis (2020) The economic effects of a pandemic.

Check for stationary of GSECI using Correlogram Autocorrelation Partial Correlation AC PAC Q. 1(0).

Impact of COVID-19 on Stock Market Volatility and Forecast using ARIMA and EGARCH

Published

2023-07-03

How to Cite

Impact of COVID-19 on Stock Market Volatility and Forecast using ARIMA and EGARCH. (2023). Global Journal of Human-Social Science, 23(E2), 51-65. https://socialscienceresearch.org/index.php/GJHSS/article/view/103731