Concepedia

Modeling the Relationships Across Nigeria Inflation, Exchange Rate, and Stock Market Returns and Further Analysis

Idika E. Okorie, A. C. Akpanta, J. Ohakwe, D. C. Chikezie, Chris U. Onyemachi, Maureen C. Ugwu

Annals of Data Science · 2019 · 22 citations · 73 references

DOI

Concepts

References

73

A new look at the statistical model identification

Hirotugu Akaike · IEEE Transactions on Automatic Control · 1974 · 50.7K citations · Full text

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Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

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Time Series Analysis: Forecasting and Control

Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations

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Continuous Univariate Distributions.

Yasuhiro Omori, Norman L. Johnson, S. Kotz et al. · Journal of the American Statistical Association · 1995 · 9.3K citations

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On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle · The Journal of Finance · 1993 · 8.7K citations

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