Abstract:In recent years the method of wavelet analysis has been opened to researchers. It is the analyses of data at different level of decomposition and can capture the characteristics of data series in all decomposition level. In this research work, data was collected on the Nigerian stock index for All Share and Capital market indexes . The data were analyzed by wavelet method to detect the aberrant observations (AOs) over the period under study for the two indexes. Akaike information criterion (AIC) was also used … Show more
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