Narrow search
Showing 1 - 10 of 1,072
Cover Image
Analysis of sectors on Nigeria stock market : evidence from correlation, serial correlation, and heteroscedasticity
Emenike, Kalu O. - In: Journal of contemporary economic and business issues 4 (2017) 2, pp. 21-36
The objective of this paper is to evaluate the behaviour of Nigerian Stock Exchange (NSE) sector indices. Specifically, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking Index, Consumer Goods Index, Oil & Gas Index, NSE 30...
Persistent link: https://www.econbiz.de/10011862130
Cover Image
Co-integrated variables and error-correcting models
Granger, C. W. J. - 1983
Persistent link: https://www.econbiz.de/10000887616
Cover Image
GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
Cover Image
Maximum-likelihood estimation of fractional cointegration with an application to the short end of the yield curve
Dueker, Michael; Startz, Richard - 1994
Persistent link: https://www.econbiz.de/10000896983
Cover Image
On cointegration and exchange rate dynamics
Diebold, Francis X.; Gardeazabal, Javier; Yılmaz, Kamil - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854420
Cover Image
Cointegration tests in the presence of structural breaks
Campos, Julia; Ericsson, Neil R.; Hendry, David F. - 1993
Persistent link: https://www.econbiz.de/10000854458
Cover Image
Hidden cointegration : some Monte Carlo evidence
Eitrheim, Øyvind - 1991
Persistent link: https://www.econbiz.de/10000829098
Cover Image
New directions in econometric practice : general to specific modelling, cointegration and vector autoregression
Charemza, Wojciech; Deadman, Derek F. - 1992
Persistent link: https://www.econbiz.de/10000831308
Cover Image
The mathematical structure of models that exhibit cointegration : a survey of recent approaches
Clements, Michael P. - 1990
Persistent link: https://www.econbiz.de/10000804287
Cover Image
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.; Watson, Mark W. - 1991
Persistent link: https://www.econbiz.de/10000812979