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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Detalles Bibliográficos

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)
Formato:	Artigo
Idioma:	Inglês
Publicado:	Academica Brâncuşi 2025-12-01
Series:	Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie
Assuntos:	ngseindex emerging markets garch volatility persistence asymmetry financial econometrics.
Acceso en liña:	https://www.utgjiu.ro/revista/ec/pdf/2025-06/16_AMAN.pdf
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