Nigerian Stock Index : a search for optimal GARCH model using high frequency data
Year of publication: |
December 2013
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Authors: | Yaya, OlaOluwa S. |
Published in: |
CBN journal of applied statistics. - Abuja : Central Bank of Nigeria, ISSN 2476-8472, ZDB-ID 2854997-1. - Vol. 4.2013, 2, p. 69-85
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Subject: | All Share Index | Daily stock prices | GARCH | Nigerian Stock Exchange | ARCH-Modell | ARCH model | Nigeria | Aktienindex | Stock index | Börsenkurs | Share price | Volatilität | Volatility | Börse | Bourse | Kapitaleinkommen | Capital income |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/142079 [Handle] |
Classification: | C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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