Browsing All of EconStor by Author Asemota, Omorogbe J.
Showing results 1 to 2 of 2
|Year of Publication||Title||Author(s)|
|2011||A Kalman filter approach to Fisher effect: Evidence from Nigeria||Asemota, Omorogbe J.; Bala, Dahiru A.|
|2017||An application of asymmetric GARCH models on volatility of banks equity in Nigeria's stock market||Asemota, Omorogbe J.; Ekejiuba, Ucheoma C.|