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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
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The role of log transformation in forecasting economic variables
Lütkepohl, Helmut; Fang, Xu - 2009
Persistent link: https://www.econbiz.de/10003900236
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Empirical analysis of conditional heteroskedasticity in time series of stock returns and asymmetric effect on volatility
Kumar, Rakesh; Dhankar, Raj S. - In: Global business review 11 (2010) 1, pp. 21-33
Persistent link: https://www.econbiz.de/10003959232
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Separate estimation of spatial dependence parameters and variance parameters in a spatial model
Arnold, Matthias; Wied, Dominik - 2010
Persistent link: https://www.econbiz.de/10008839884
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Stock index reaction to large price changes : evidence from major Asian stock indexes
Mazouz, Khelifa; Joseph, Nathan Lael; Palliere, Clement - In: Pacific-Basin finance journal 17 (2009) 4, pp. 444-459
Persistent link: https://www.econbiz.de/10003855880
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Heteroscedasticity and interval effects in estimating beta : UK evidence
Armitage, Seth; Brzeszczynski, Janusz - In: Applied financial economics 21 (2011) 19/21, pp. 1525-1538
Persistent link: https://www.econbiz.de/10009356071
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Srovnání volatility akciových indexu° PX a FTSE 100
Borovička, Adam - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 19 (2011) 2, pp. 66-88
Persistent link: https://www.econbiz.de/10009375532
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Capital flows and Japanese asset volatility
Neely, Christopher J.; Fawley, Brett W. - 2011
Persistent link: https://www.econbiz.de/10009380050
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The role of the log transformation in forecasting economic variables
Lütkepohl, Helmut; Fang, Xu - In: Empirical economics : a journal of the Institute for … 42 (2012) 3, pp. 619-638
Persistent link: https://www.econbiz.de/10009547180
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Testing for predictability in conditionally heteroskedastic stock returns
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 342-375
Persistent link: https://www.econbiz.de/10011339304