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Publikováno v:
Matrix Science Mathematic. 6:41-51
The volatility of equity returns for two beverages traded on the Nigerian stock exchange is the subject of this study. The ARCH effect test demonstrated that the two beverages disprove the claim that there is no ARCH effect. According to the prelimin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::54d7632f9b3f9b6434d1bfb4fbf3a89d
https://doi.org/10.26480/msmk.02.2022.41.51
https://doi.org/10.26480/msmk.02.2022.41.51
