{"title":"Modelling and Forecasting of the Nigerian Stock Exchange.","authors":"Ibraheem Abiodun Yahayah","doi":"10.2139/ssrn.3836115","DOIUrl":null,"url":null,"abstract":"In this research work, we discuss Nigerian stock price and model it using<br>Variance-Gamma distribution. We compare the model with closely related<br>distributions and test the goodness of fit. Finally, we compare Nigerian stock<br>price model with Johannesburg stock exchange model.","PeriodicalId":308524,"journal":{"name":"ERN: Other Econometrics: Applied Econometric Modeling in Forecasting (Topic)","volume":"31 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Other Econometrics: Applied Econometric Modeling in Forecasting (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3836115","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
In this research work, we discuss Nigerian stock price and model it using Variance-Gamma distribution. We compare the model with closely related distributions and test the goodness of fit. Finally, we compare Nigerian stock price model with Johannesburg stock exchange model.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
