Sylvester Chigozie Nwaosu

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

Modeling Volatility of Asset and Volume of Trade Returns in the Nigerian Stock Market in the Presence of Random Level Shifts

David Adugh Kuhe, Moses Abanyam Chiawa, Sylvester Chigozie Nwaosu & Jonathan Atsua Ikughur · Asian Journal of Probability and Statistics · 2019

This study investigated the impact of volatility shock persistence on the conditional variance in the Nigerian stock returns using symmetric and asymmetric higher order GARCH family models in the presence of random level shifts and non-Gaussian errors. The study utilised Bai and...

Open access Research Article 10.9734/ajpas/2019/v3i230091