Similar Search Results

Nigerian Stock Index : a search for optimal GARCH model using high frequency data

Yaya, OlaOluwa S. - In: CBN journal of applied statistics 4 (2013) 2, pp. 69-85

This paper attempts to fit the best Generalized Autoregressive Conditional Heteroscedastic (GARCH) model for All Share Index (ASI) of Nigerian Stock Exchange (NSE) returns. A search is made on various GARCH variants specified on the assumptions of stationarity and asymmetry. Fractionally...

Persistent link: https://www.econbiz.de/10011474661

Stock‐induced Google trends and the predictability of sectoral stock returns

Salisu, Afees A.; Ogbonna, Ahamuefula E.; Adediran, Idris - In: Journal of Forecasting 40 (2020) 2, pp. 327-345

Persistent link: https://www.econbiz.de/10012272998

A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : Evidence from over a century of data

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E. - In: International Journal of Finance & Economics 27 (2020) 1, pp. 384-400

Persistent link: https://www.econbiz.de/10012273378

Point and density forecasting of macroeconomic and financial uncertainties of the USA

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E. - In: Journal of Forecasting 40 (2020) 4, pp. 700-707

Persistent link: https://www.econbiz.de/10012406765

A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E. - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 384-400

Persistent link: https://www.econbiz.de/10012814585

Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2024

Persistent link: https://www.econbiz.de/10014505054

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: The quarterly review of economics and finance 95 (2024), pp. 280-293

Persistent link: https://www.econbiz.de/10014631538

Connectedness of green investments and uncertainties : new evidence from emerging markets

Ogbonna, Ahamuefula Ephraim; Olubusoye, Olusanya Elisa - In: Fulbright review of economics and policy 2 (2022) 2, pp. 136-160

Purpose: This study aims to investigate the response of green investments of emerging countries to own-market uncertainty, oil-market uncertainty and COVID-19 effect/geo-political risks (GPRs), using the tail risks of corresponding markets as measures of uncertainty. Design/methodology/approach:...

Persistent link: https://www.econbiz.de/10013549801

Geopolitical risk and stock market volatility in emerging markets : a GARCH - MIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Lasisi, … - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013538937

Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula Ephraim - In: The European journal of finance 29 (2023) 4, pp. 466-481

Persistent link: https://www.econbiz.de/10014322538