Browsing Research Publications by Author "Biekpe, Nicholas"
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Forecasting volatility in sub-Saharan Africa’s commodity markets
Ocran, Matthew Kofi; Biekpe, Nicholas (Business Perspectives, 2007)Using spot prices from eighteen commodities traded by most Sub-Saharan African countries, this paper evaluates the out-of-sample volatility forecasting efficiency of seven models. The models evaluated included random walk, ...