• Corpus ID: 18330242

Predicting Stock Prices Returns Using Garch Model

@inproceedings{Arowolo2013PredictingSP,
  title={Predicting Stock Prices Returns Using Garch Model},
  author={Wale Arowolo},
  year={2013}
}
-------------------------------------------------------ABSTRACT --------------------------------------------------This study focus on forecasting properties of Linear GARCH model for daily closing stocks prices of Zenith bank Plc in Nigeria stocks Exchange. The Alaike and Bayesian Information Criteria (AIC $ BIC) techniques was used to obtain the order of the GARCH (p,q) that best fit the Zenith Bank Returned series . GARCH (1,2) was identified as the models. The results of statistical… 

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