Search Results - person:"Ezepue, Patrick Oseloka"

Public–private entrepreneurial financing partnership model in Nigeria

Ochinanwata, Nonso; Ezepue, Patrick Oseloka; Nwankwo, … - In: Thunderbird International Business Review 63 (2021) 3, pp. 369-379

Persistent link: https://www.econbiz.de/10012536144

A three-state Markov model for predicting movements of asset returns of a Nigerian Bank

Raheem, Maruf A.; Ezepue, Patrick Oseloka - In: CBN journal of applied statistics 7 (2016) 2, pp. 1-23

We present in this paper an alternative approach to determining and predicting the fluctuations in the daily prices and stock returns of a first-generation bank in the Nigerian Stock Market (NSM). The approach uses a three-state Markov to estimate the expected duration of the asset returns in...

Persistent link: https://www.econbiz.de/10011661502

Systematic stock market characterisation and development : perspectives from random matrix theory, option pricing, genetics, and global economics

Ezepue, Patrick Oseloka; Urama, Thomas Chinwe; Omar, … - In: Journal of mathematical finance 9 (2019) 2, pp. 105-151

Persistent link: https://www.econbiz.de/10012116709

Stochastic Ito-Calculus and numerical approximations for asset price forecasting in the Nigerian stock market

Urama, Thomas Chinwe; Ezepue, Patrick Oseloka - In: Journal of mathematical finance 8 (2018) 4, pp. 640-667

Persistent link: https://www.econbiz.de/10012016532

Analysis of cross-correlations in emerging markets using random matrix theory

Urama, Thomas Chinwe; Ezepue, Patrick Oseloka; Nnanwa, … - In: Journal of mathematical finance 7 (2017) 2, pp. 291-307

Persistent link: https://www.econbiz.de/10011673890

Weak-form market efficiency of the Nigerian stock market in the context of financial reforms and global financial crises

Ezepue, Patrick Oseloka; Omar, Mahmoud Taib - In: Journal of African business 13 (2012) 1/3, pp. 209-220

Persistent link: https://www.econbiz.de/10009710151