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A Comparative Study of Volatility of Consumer Price Index and Exchange Rate of Ghana Using GARCH Models

by Mary Ann Yeboah, David Benteh, Francis Yao Anyan, Philip Nyarko Kwakye, Kofi Mensah and Sulemana Mahawiya

American Journal of Applied Mathematics and Statistics. 2023, 11(4), 100-107. DOI: 10.12691/ajams-11-4-1
Pub. Date: December 06, 2023Views: 3712 Downloads: 4452Like: 4

CPI exchange rate volatility GARCH EGARCH

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