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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| Egile Nagusiak: | , , , , , , , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Academica Brâncuşi
2025-12-01
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| Saila: | Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie |
| Gaiak: | |
| Sarrera elektronikoa: | https://www.utgjiu.ro/revista/ec/pdf/2025-06/16_AMAN.pdf |
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