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Sankore

Named after the University of Sankore in Timbuktu — one of the world’s oldest centres of learning. Every figure here is computed from work-level records in our own graph, never copied from a source’s summary count.

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Coverage is partial and says so. A country appears with its research output only once its works have been swept; until then the portal shows whatever the graph happens to hold for it and labels it as exactly that.

Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis

2022Computational EconomicsBook ChapterOpen access

10.1007/s10614-022-10340-9 Full text14 citations

Authors

4 authors across 4 institutions in 4 countries.

Emmanuel AfuechetaFirst author
Idika E. Okorie
Saralees NadarajahCorresponding
Geraldine E. NzeribeSenior author
- Nnamdi Azikiwe University (NG)

Fields

Assignment is probabilistic — a work belongs to several fields in proportions.

Market Dynamics and Volatilitylevel 3 · 1.00
Financial Risk and Volatility Modelinglevel 3 · 1.00
Complex Systems and Time Series Analysislevel 3 · 1.00

Sources

Several sources describing one work is the point — it means the record rests on more than one authority.

openalexseen September 9, 2026
2022 · Computational Economics · 14 citations
https://openalex.org/W4307986532

Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis · Sankore