FORECASTING PERFORMANCE OF SOME GARCH MODELS ON HOLIDAY-INDUCED VOLATILITY IN NIGERIA STOCK EXCHANGE PRICE RETURNS UNDER DIFFERENT ERROR DISTRIBUTIONS · Peerford
مقالة · مجلة · 2024
FORECASTING PERFORMANCE OF SOME GARCH MODELS ON HOLIDAY-INDUCED VOLATILITY IN NIGERIA STOCK EXCHANGE PRICE RETURNS UNDER DIFFERENT ERROR DISTRIBUTIONS