{"title":"尼日利亚证券交易所的建模与预测。","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":"{\"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}","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}
Modelling and Forecasting of the Nigerian Stock Exchange.
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.
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