Modelling Nigerian banks' share prices using smooth transition GARCH models
Year of publication: |
2016
|
---|---|
Authors: | Yaya, OlaOluwa S. ; Akinlana, Damola M. ; Shittu, Olanrewaju I. |
Published in: |
CBN Journal of Applied Statistics. - Abuja : The Central Bank of Nigeria, ISSN 2476-8472. - Vol. 07.2016, 2, p. 137-158
|
Publisher: |
Abuja : The Central Bank of Nigeria |
Subject: | Specification | Smooth Transition-GARCH | Banks Stocks | Nigeria stock exchange |
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