Application of generalized autoregressive conditional heteroschedasticity model on inflation and share price movement in Nigeria
Year of publication: |
2016
|
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Authors: | Manasseh, Charles O. ; Omeje, Ambrose N. |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 4, p. 1491-1501
|
Subject: | Inflation | Share Price | Generalized Autoregressive Conditional Heteroschedasticity | Influence | Stock Market | Börsenkurs | Share price | Nigeria | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
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