Measuring volatility linkage, clustering and sensitivity to external shocks in Nigerian stock index
Shafiu Ibrahim Abdullahi
| Year of publication: |
2019
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|---|---|
| Authors: | Abdullahi, Shafiu Ibrahim |
| Published in: |
International journal of financial services management : IJFSM. - Olney, Bucks. : Inderscience Enterprises, ISSN 1460-6712, ZDB-ID 2193369-8. - Vol. 9.2019, 4, p. 345-368
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| Subject: | volatility linkage | financial contagion | Nigerian stock market | EGARCH | TGARCH | diagonal BEKK | portfolio diversification | Volatilität | Volatility | Nigeria | Aktienindex | Stock index | Schock | Shock | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Preiskonvergenz | Price convergence | Spillover-Effekt | Spillover effect | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFSM.2019.102457 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012147266