2004, ISBN: 9783330005648

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 cau… mais…

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. Bücher, Hörbücher & Kalender / Bücher / Sachbuch / Naturwissenschaften / Mathematik / Stochastik & Statistik<

2004, ISBN: 9783330005648

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 cau… mais…

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. Bücher / Naturwissenschaften, Medizin, Informatik & Technik / Mathematik / Stochastik & Statistik<

2016, ISBN: 9783330005648

Livro de bolso

[ED: Kartoniert / Broschiert], [PU: LAP LAMBERT Academic Publishing], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Akpan… mais…

[ED: Kartoniert / Broschiert], [PU: LAP LAMBERT Academic Publishing], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Akpan EmmanuelEmmanuel Akpan is a native of Utu-Midim in Akwa Ibom State, Nigeria. He earned his B.Sc and M.Sc in statistics at University of Uyo, DE, Neuware, gewerbliches Angebot, Taschenbuch, 132, [GW: 215g], 1. Auflage, Banküberweisung, PayPal<

2016, ISBN: 9783330005648

LAP LAMBERT Academic Publishing, Taschenbuch, 132 Seiten, Publiziert: 2016-11-09T00:00:01Z, Produktgruppe: Buch, 1.32 kg, Statistik, Naturwissenschaft & Mathematik, Fachbücher, Kategorien… mais…

LAP LAMBERT Academic Publishing, Taschenbuch, 132 Seiten, Publiziert: 2016-11-09T00:00:01Z, Produktgruppe: Buch, 1.32 kg, Statistik, Naturwissenschaft & Mathematik, Fachbücher, Kategorien, Bücher, Ingenieurwissenschaft & Technik, Naturwissenschaften & Technik, Taschenbücher, Fremdsprachige Bücher, Englische Bücher, LAP LAMBERT Academic Publishing, 2016<

2016, ISBN: 9783330005648

LAP LAMBERT Academic Publishing, 2016. Paperback. New. 132 pages. 8.66x5.91x0.30 inches., LAP LAMBERT Academic Publishing, 2016, 6