On modeling the volatility of Nigerian stock returns using GARCH models (Q4917877)
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scientific article; zbMATH DE number 6160281
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On modeling the volatility of Nigerian stock returns using GARCH models |
scientific article; zbMATH DE number 6160281 |
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On Modeling the Volatility of Nigerian Stock Returns Using GARCH Models (English)
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3 May 2013
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GARCH
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models
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series
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volatility
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stock
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heteroscedasticity and returns
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0.7879242300987244
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0.7651720643043518
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0.7603144645690918
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0.7525798082351685
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