Modeling Stock Returns Volatility in Nigeria: Applications of GARCH Family Models
Monica Jatau, Moses Abanyam Chiawa & David Adugh Kuhe · Asian Journal of Economics, Business and Accounting · 2018
This study examines volatility and its stylized facts in Nigerian stock market using daily quotations of Guinness Plc and 7UP Plc stock prices for the period 2nd January 1995 to 31st December, 2016. The study employs basic GARCH (1,1) to examine the symmetric properties of the se...
Open access
Research Article
10.9734/AJEBA/2018/39861