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Volatility Clustering, Leverage Effects and Risk-Return Trade-Off in the Nigerian Stock Market
by Wilson E. Herbert, Georgina O. Ugwuanyi and Ernest I. Nwaocha
Journal of Finance and Economics. 2019, 7(1), 1-13. DOI: 10.12691/jfe-7-1-1
Pub. Date: December 24, 2018Views: 11352Downloads: 10518
asymmetric volatility GARCH effect leverage effect persistent clustering volatility clustering
Abstract Full Text PDF (708 KB) Full Text HTML Full Text ePUB (145 KB)
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