Yaya, OlaOluwa S.; Akinlana, Damola M.; Shittu, … - In: CBN journal of applied statistics 7 (2016) 2, pp. 1-22
obtained the conditional volatility of each bank’s share price return. The highest volatility persistence was observed in Bank … 6, while Bank 12 had the least volatility. Evidently, about 25% of the investigated banks exhibited linear volatility … investment in stocks, investors and financial analysts could consider volatility modelling of bank share prices with variants of …