Stochastic modelling in financial markets : case study of the Nigerian Stock Market

This research uses suitable stochastic models typically encountered in empirical and quantitative financial economics to analyse stock market data from the Nigerian Stock Market (NSM), in light of a) possible changes in the policy environments as result of the 2004 financial reforms by the then Gove...

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Bibliographic Details
Main Author: Omar, Mahmoud Abdulsalam Taib
Published: Sheffield Hallam University 2012
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.580624