Federal finance and statistics / Central Bank of Nigeria

CBN JAS Article: Estimating Bull and Bear Betas for the Nigerian Stock Market Using Logistic Smooth Threshold Model

Estimating Bull and Bear Betas for the Nigerian Stock Market Using Logistic Smooth Threshold Model | Keywords: logistic smooth threshold model, nonlinear least squares, market beta, market returns

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Source	Central Bank of Nigeria
Collection	Federal finance and statistics
Kind	Document
Publisher	Central Bank of Nigeria
Date	2015-10-23
Type	document
Found at	https://www.cbn.gov.ng/api/GetAllDocuments
Archived copy	Look it up in the Wayback Machine
Record ID	`cbn:cbn:ab2a38ee1a0e52e6`

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CBN JAS Article: Estimating Bull and Bear Betas for the Nigerian Stock Market Using Logistic Smooth Threshold Model. Central Bank of Nigeria, 2015. Vero Archive, record cbn:cbn:ab2a38ee1a0e52e6.