Fitting the Nigeria Stock Market Return Series Using GARCH Models

ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.net/journal/tel
E-mail: [email protected]

Citations

"Fitting the Nigeria Stock Market Return Series Using GARCH Models"
written by U. Usman, H. M. Auwal, M. A. Abdulmuhyi,
published by Theoretical Economics Letters, Vol.7 No.7, 2017

has been cited by the following article(s):

[1]	Estimating volatility of daily price returns of Nigerian Stock Market
	J Math Techniques …, 2023

[2]	On the volatility estimation of daily price returns of Nigerian Stock Market
	International Journal of …, 2023

[3]	CLASSICAL AND BAYESIAN SWITCHING VOLATILITY MODELS FOR ANALYSING STOCK RETURNS IN GHANA
	2021

[4]	Modeling and Forecasting Daily Stock Returns of Guaranty Trust Bank Nigeria Plc Using ARMA-GARCH Models, Persistence, Half-Life Volatility and Backtesting
	2019

[5]	Unravelling the Cipher of Indian Rupee's Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models
	2018

[6]	Modelling Volatility of Bank of Kigali Stock Returns using GARCH Models
	2018

[1]	Unravelling the Cipher of Indian Rupee’s Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models Theoretical Economics Letters, 2018 DOI:10.4236/tel.2018.86079