Bull and Bear Dynamics of the Nigeria Stock Returns Transitory via Mingled Autoregressive Random Processes
Author(s) -
Rasaki Olawale Olanrewaju,
Anthony Gichuhi Waititu,
Lukman Abiodun Nafiu
Publication year - 2021
Publication title -
open journal of statistics
Language(s) - English
Resource type - Journals
eISSN - 2161-7198
pISSN - 2161-718X
DOI - 10.4236/ojs.2021.115051
Subject(s) - autoregressive model , econometrics , gumbel distribution , poisson distribution , stylized fact , weibull distribution , extreme value theory , mathematics , outlier , stock (firearms) , statistics , economics , geography , archaeology , macroeconomics
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