Volatility in the Nigerian Stock Market: Empirical application of Beta-t-GARCH variants
Year of publication: |
2016
|
---|---|
Authors: | Yaya, OlaOluwa S. ; Bada, Abiodun S. ; Atoi, Ngozi V. |
Published in: |
CBN Journal of Applied Statistics. - Abuja : The Central Bank of Nigeria, ISSN 2476-8472. - Vol. 07.2016, 2, p. 27-48
|
Publisher: |
Abuja : The Central Bank of Nigeria |
Subject: | Asymmetry | Beta-t-GARCH | Generalized Autoregressive Score | Jumps | Nigerian Stock Market |
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