Estimating bull and bear betas for the Nigerian stock market using logistic smooth threshold model
Year of publication: |
June 2015
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Authors: | Tumala, Mohammed M. ; Yaya, OlaOluwa S. |
Published in: |
CBN journal of applied statistics. - Abuja : Central Bank of Nigeria, ISSN 2476-8472, ZDB-ID 2854997-1. - Vol. 6.2015, 1, p. 263-284
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Subject: | Logistic smooth threshold model | nonlinear least squares | market beta | market returns | Schätztheorie | Estimation theory | Aktienmarkt | Stock market | Betafaktor | Beta risk | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Nigeria | Nichtlineare Regression | Nonlinear regression |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/142098 [Handle] |
Classification: | C22 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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