Financial Market Volatility Using the SVR-GARCH for Frontier Market Equities
Carl Hope Korkpoe N.A.
- Published
- Publisher
- Inderscience Publishers
- Journal / collection
- International Journal of Complexity in Applied Science and Technology
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1504/ijcast.2026.10078685
The original publisher provides the full text and its access options.
Cite this source
Carl Hope Korkpoe N.A.. Financial Market Volatility Using the SVR-GARCH for Frontier Market Equities. International Journal of Complexity in Applied Science and Technology. 2026. https://doi.org/10.1504/ijcast.2026.10078685