An application of asymmetric GARCH models on volatility of banks equity in Nigeria’s stock market
Year of publication: |
June 2017
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Authors: | Asemota, Omorogbe J. ; Ekejiuba, Ucheoma C. |
Published in: |
CBN journal of applied statistics. - Abuja : Central Bank of Nigeria, ISSN 2476-8472, ZDB-ID 2854997-1. - Vol. 8.2017, 1, p. 73-99
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Subject: | Equity | Volatility | Stock Market Returns | Volatilität | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Nigeria | Kapitaleinkommen | Capital income | Bank | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/191698 [Handle] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; c58 ; G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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