On the volatility of daily stock returns of Total Nigeria Plc: Evidence from GARCH models, value-at-risk and backtesting
Year of publication: |
2020
|
---|---|
Authors: | Emenogu, Ngozi G. ; Adenomon, Monday Osagie ; Nweze, Nwaze Obini |
Published in: |
Financial Innovation. - Heidelberg : Springer, ISSN 2199-4730. - Vol. 6.2020, 1, p. 1-25
|
Publisher: |
Heidelberg : Springer |
Subject: | Volatility | Returns | Stocks | Total petroleum | Akaike information criterion (AIC) | GARCH | Value-at-risk (VaR) | Backtesting |
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