Financial Time Series Analysis via Backtesting Approach
This book chapter investigated the place of backtesting approach in financial time series analysis in choosing a reliable Generalized Auto-Regressive Conditional Heteroscedastic (GARCH) Model to analyze stock returns in Nigeria. To achieve this, The chapter used a secondary data that was collected f...
Guardado en:
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2020
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| Acceso en línea: | https://www.intechopen.com/chapters/73734 |
| Etiquetas: |
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