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The Truncated Levy Flight Model: A Comparative Analysis of Its Utility in Modeling the Standard and Poor's 500 and the Ghana Stock Exchange

Advancing Research Methodology in the African Context: Techniques, Methods, and Designs

ISBN: 978-1-78441-490-0, eISBN: 978-1-78441-489-4

ISSN: 1479-8387

Publication date: 26 November 2014

Abstract

Originality/value

There has been little research done regarding the TLF model and African stock markets and this research has much utility and high level of originality.

Keywords

Citation

Ncheuguim, E.K., Appiah-Kubi, S. and Ofori-Dankwa, J. (2014), "The Truncated Levy Flight Model: A Comparative Analysis of Its Utility in Modeling the Standard and Poor's 500 and the Ghana Stock Exchange", Advancing Research Methodology in the African Context: Techniques, Methods, and Designs (Research Methodology in Strategy and Management, Vol. 10), Emerald Group Publishing Limited, Bingley, pp. 215-233. https://doi.org/10.1108/S1479-838720140000010010

Publisher

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Emerald Group Publishing Limited

Copyright © 2014 Emerald Group Publishing Limited