Estimating Stock Returns Volatility and the Risk-Return Nexus in the Nigerian Stock Market in the Presence of Shift Dummies
David Adugh Kuhe, Moses Abanyam Chiawa, Sylvester Chigozie Nwaosu & Jonathan Atsua Ikughur · Asian Research Journal of Mathematics · 2019
Volatility and the trade-off between risk and return in stock markets is an important subject in financial theory which play significant role in investment decision making, portfolio selection, options pricing, financial stability, hedging and pair trading strategy among others....
Open access
Research Article
10.9734/arjom/2019/v13i130097