Fitting the Nigeria stock market return series using GARCH models
U. Usman, H.M. Auwal, M.A. Abdulmuhyi
Year of publication: |
December 2017
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Authors: | Usman, U. ; Auwal, H. M. ; Abdulmuhyi, M. A. |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 7, p. 2159-2176
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Subject: | GARCH Model | Returns | Fitting | Ranking | ARCH-Modell | ARCH model | Nigeria | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätztheorie | Estimation theory |
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