Código QR (código de barras bidimensional)

VOLATILITY PERSISTENCE AND ASYMMETRIC SHOCKS IN THE NIGERIAN STOCK MARKET INDEX

This study examines the dynamic volatility of the Nigerian Stock Exchange All-Share Index (NGSEINDEX) daily log returns from October 28, 2015, to October 28, 2025, to provide a statistically sound basis for risk assessment in this critical emerging market. The empirical methodology employed a gr...

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Principais autores: AMAN SHREEVASTAVA, SHAHIL RAZA, BHARAT KUMAR MEHER, RAMONA BIRAU, VIRGIL POPESCU, GABRIELA ANA MARIA LUPU (FILIP), ROXANA-MIHAELA NIOATA (CHIREAC), STEFAN MARGARITESCU, CRISTINA SULTĂNOIU (PĂTULARU)
Format: Artigo
Sprog:Inglês
Udgivet: Academica Brâncuşi 2025-12-01
Serier:Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie
Fag:
ngseindex
emerging markets
garch
volatility persistence
asymmetry
financial econometrics.
Online adgang:https://www.utgjiu.ro/revista/ec/pdf/2025-06/16_AMAN.pdf
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