Egypt coach Hassan Shehata and Bayern Munich coach Louis Van Gaal were the first to say they were not interested in the job.
The other names on the Nigeria Football Federation's wish-list are former Senegal boss Bruno Metsu, ex-Ghana coach Ratomir Dujkovic, one-time England caretaker manager Peter Taylor and Guus Hiddink, who is currently in charge of Russia.
The NFF has pledged to reach a decision by the end of February.
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