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Promise Saro Daewii

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Open access Sep 2026

Modeling the Conditional Variance in the Returns on Nigeria Capital Market Variables Using Multivariate GARCH Models

This study investigates the dynamic volatility, conditional covariance, and spillover effects between key stock market indicators in Nigeria using advanced multivariate econometric techniques. Monthly data on the All-Share Index (ASI) and Market Capitalization (MC) spanning January 1996 to June 2024, comprising 1,79...

Promise Saro Daewii · 0 citations

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