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Moses Abanyam Chiawa

Publications (2)

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

Modelling Volatility of Asset Returns in Nigerian Stock Market: Applications of Random Level Shifts Models

David Adugh Kuhe & Moses Abanyam Chiawa · Asian Research Journal of Mathematics · 2017

This study examines the impact of structural breaks on conditional variance and mean reversion in symmetric and asymmetric GARCH models. A multiple breakpoint testing procedure was used to identify structural break points in conditional variance of daily stock returns of 8 commer...

Open access Research Article 10.9734/ARJOM/2017/33063