Federal finance and statistics / Central Bank of Nigeria

CBN JAS Article: Nigerian Stock Index: A Search for Optimal GARCH Model Using High Frequency Data

Nigerian Stock Index: A Search for Optimal GARCH Model Using High Frequency Data | Keywords: All Share Index, Daily stock prices, GARCH, Nigerian Stock Exchange

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Source	Central Bank of Nigeria
Collection	Federal finance and statistics
Kind	Document
Publisher	Central Bank of Nigeria
Date	2014-02-28
Type	document
Found at	https://www.cbn.gov.ng/api/GetAllDocuments
Archived copy	Look it up in the Wayback Machine
Record ID	`cbn:cbn:0c76fdf6d7baa7b2`

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CBN JAS Article: Nigerian Stock Index: A Search for Optimal GARCH Model Using High Frequency Data. Central Bank of Nigeria, 2014. Vero Archive, record cbn:cbn:0c76fdf6d7baa7b2.