Tables index

From

Inflation and Stock Market Returns Volatility: Evidence from the Nigerian Stock Exchange 1995Q1-2016Q4: An E-GARCH Approach

Joseph Tarza Sokpo, Paul Terhemba Iorember, Terzungwe Usar

International Journal of Econometrics and Financial Management. 2017, 5(2), 69-76 doi:10.12691/ijefm-5-2-6
  • Table 1. Descriptive statistics
  • Table 2. Heteroskedasticity Test: ARCH
  • Table 3. EGARCH(1,1) Model output
  • Table 4. GARCH(1,1) Model
  • Table 5. Heteroskedasticity Test: ARCH