[email protected]
LIBRISTO 0
Austrian Post 5.99 € DPD courier 6.49 € GLS courier 4.49 €
phone Contact phoneHow to shop

Modeling the Volatility of Share Price Returns of Firstbank of Nigeria

Language EnglishEnglish
Book Paperback
Book Modeling the Volatility of Share Price Returns of Firstbank of Nigeria Emmanuel Akpan
Libristo code: 15545308
Publishers LAP Lambert Academic Publishing, December 2016
Time varying volatility with persistent dynamics is a regular occurrence in financial time series an... Full description
? points 133 b
56.29 € včetně DPH
In stock at our supplier Shipping in 9-11 days
Austria Delivery to Austria

30-day return policy

You might also be interested in

TOP
Next Year In Havana Chanel Cleeton / Paperback
common.buy 16.69 €
In Between: The Poetry Comics of Mita Mahato Mita Mahato / Paperback
common.buy 22.79 €
Ultracoaching. Herramientas emocionales para correr ultra trails DAVID RONCERO / Paperback
common.buy 19.79 €
Du Cholera Asiatique, Morbus, Epidemique, Et Cholera Nostras Ou Sporadique, Traitement BONNEFON-D / Paperback
common.buy 16.15 €
Precis de l'Histoire d'Avesnes LEBEAU-I / Paperback
common.buy 25.14 €
HOUGHTON MIFFLIN READING LEVEL Houghton Mifflin Company / Hardback
common.buy 62.61 €
COMING SOON
Kritische Paedagogik und kritisch-rationale Paedadgogik Hans-Joachim Fischer / Paperback
common.buy 113.25 €
Journal Historique Du Dernier Voyage Que Feu M. de la Sale Fit Dans Le Golfe de Mexique JOUTEL-H / Paperback
common.buy 35.74 €
Capucin Du Marais: Histoire de 1750. Tome 2 Guesdon-A / Paperback
common.buy 26.21 €
L'Orient Au Point de Vue Medical, Ses Maladies Regnantes Et Les Eaux Minerales de Vichy BARBIER-E-J-N / Paperback
common.buy 25.04 €
HIST OF GEORGIA RAILROADS Robert C. Jones / Hardback
common.buy 29.85 €
Von der Arbeit zur Erziehung Riccardo Marinello / Paperback
common.buy 84.56 €
Compliant Rebels JO HYERAN / Paperback
common.buy 56.83 €
Die Bearbeitung des Reit- und Kutschpferdes zwischen den Pilaren B. H. von Holleuffer / Paperback
common.buy 38.43 €
Les Incas, Ou La Destruction de l'Empire Du Perou. Tome 2 MARMONTEL-J-F / Paperback
common.buy 34.56 €
Nanomedicine Katie Marsico / Hardback
common.buy 34.24 €

Time varying volatility with persistent dynamics is a regular occurrence in financial time series and it is so common that every asset return series seems to exhibit this feature. The causes of variation in asset returns could be traced to political, economic and financial factors. Also, the existence of volatility in financial time series always lead to violation of assumption of constant variance in linear time series modeling. Therefore, the linkages between the occurrence of volatility in financial time series and the violation of assumption of constant variance in linear time series have created a vast research area for professionals in Statistics, Economics and Finance. This book, thus, contributes towards providing a non-linear (ARCH/GARCH) model for modeling the volatility of share price returns of Firstbank of Nigeria Plc while incorporating the effects of 2004 bank restructuring and global financial crisis on the share price returns of Firstbank of Nigeria Plc.

About the book

Full name Modeling the Volatility of Share Price Returns of Firstbank of Nigeria
Author Emmanuel Akpan
Language English
Binding Book - Paperback
Date of issue 2016
Number of pages 132
EAN 9783330005648
ISBN 3330005645
Libristo code 15545308
Publishers LAP Lambert Academic Publishing
Weight 213
Dimensions 150 x 220 x 8
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's address

Login

Log in to your account. Don't have a Libristo account? Create one now!

 
mandatory
mandatory
Forgotten password

Don’t have an account? Discover the benefits of having a Libristo account!

With a Libristo account, you'll have everything under control.

Create a Libristo account