Federal finance and statistics / Central Bank of Nigeria

CBN JAS Article: Markov Regime-Switching Autoregressive Model of Stock Market Returns in Nigeria

Keywords: All share index, Markov process, regime switching, stock market, volatility

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Source	Central Bank of Nigeria
Collection	Federal finance and statistics
Kind	Document
Publisher	Central Bank of Nigeria
Date	2021-04-07
Type	document
Found at	https://www.cbn.gov.ng/api/GetAllDocuments
Archived copy	Look it up in the Wayback Machine
Record ID	`cbn:cbn:528a94937add9f00`

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CBN JAS Article: Markov Regime-Switching Autoregressive Model of Stock Market Returns in Nigeria. Central Bank of Nigeria, 2021. Vero Archive, record cbn:cbn:528a94937add9f00.