Tail risk analysis, evolving efficiency and relative predictability of the African stock markets-Reference-Cited by-同舟云学术

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Tail risk analysis, evolving efficiency and relative predictability of the African stock markets

Published:2020-08-14 Issue:1 Volume:7 Page:15-35
ISSN:2373-7484
Container-title:Communications in Statistics: Case Studies, Data Analysis and Applications
language:en
Short-container-title:Communications in Statistics: Case Studies, Data Analysis and Applications

Author:

Okorie Idika E.¹^ORCID,Nadarajah Saralees¹^ORCID,Ohakwe Johnson²^ORCID,Onyemachi Chris U.³

Affiliation:

1. Department of Mathematics, University of Manchester, Manchester, UK

2. Department of Mathematics & Statistics, Faculty of Sciences, Federal University Otuoke, Yenagoa, Bayelsa State, Nigeria

3. Department of Statistics, Abia State University, Uturu, Abia State, Nigeria

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics and Probability,Analysis

Link

https://www.tandfonline.com/doi/pdf/10.1080/23737484.2020.1805647

Reference53 articles.

1. Stock Market Development in Sub-Saharan Africa: Critical Issues and Challenges

2. Comparing generalized Pareto models fitted to extreme observations: an application to the largest temperatures in Spain

3. Understanding the Growth of African Financial Markets*

4. Return predictability in African stock markets

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