Federal finance and statistics / Central Bank of Nigeria

CBN JAS Article: Modeling Volatility in the Nigeria Stock Exchange: The Role of Structural Breaks

Modeling Volatility in the Nigeria Stock Exchange: The Role of Structural Breaks | Keywords: GARCH, heteroscedasticity, MICSS, structural break

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Source	Central Bank of Nigeria
Collection	Federal finance and statistics
Kind	Document
Publisher	Central Bank of Nigeria
Date	2025-08-28
Type	document
Found at	https://www.cbn.gov.ng/api/GetAllDocuments
Archived copy	Look it up in the Wayback Machine
Record ID	`cbn:cbn:b9f0ef031f736386`

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CBN JAS Article: Modeling Volatility in the Nigeria Stock Exchange: The Role of Structural Breaks. Central Bank of Nigeria, 2025. Vero Archive, record cbn:cbn:b9f0ef031f736386.