Theoretical Economics Letters

Vol.7 No.7(2017), Paper ID 81000, 18 pages

DOI:10.4236/tel.2017.77147

 

Fitting the Nigeria Stock Market Return Series Using GARCH Models

 

U. Usman, H. M. Auwal, M. A. Abdulmuhyi

 

Department of Mathematics (Statistics Unit), Usmanu Danfodiyo University, Sokoto, Nigeria
Department of Mathematics (Statistics Unit), Usmanu Danfodiyo University, Sokoto, Nigeria
Department of Accountancy, Federal Polytechnic, Bauchi, Nigeria

 

Copyright © 2017 U. Usman, H. M. Auwal, M. A. Abdulmuhyi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Usman, U. , Auwal, H. and Abdulmuhyi, M. (2017) Fitting the Nigeria Stock Market Return Series Using GARCH Models. Theoretical Economics Letters, 7, 2159-2176. doi: 10.4236/tel.2017.77147.

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