Measuring return and volatility spillovers among sectoral stocks in Nigeria
Year of publication: |
2019
|
---|---|
Authors: | Fasanya, Ismail Olaleke ; Oyewole, Oluwatomisin ; Agbatogun, T. O. |
Published in: |
Zagreb international review of economics & business. - Zagreb, ISSN 1331-5609, ZDB-ID 2095154-1. - Vol. 22.2019, 2, p. 71-93
|
Subject: | Stocks | Returns | Volatilities | Vector autoregression | Forecast error variance | Spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Nigeria | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Schätzung | Estimation |
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