Adenomon, M.O., Department of Statistics & NSUK-LISA Stat Lab, Nasarawa State University, Keffi, Nasarawa State; Foundation of Laboratory Econometrics and Applied Statistics of Nigeria (aka FOUND-LEAS-IN-NIGERIA), Nigeria
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Science World Journal Vol. 14 No. 3 (2019) - ARTICLES
MODELING AND FORECASTING DAILY STOCK RETURNS OF GUARANTY TRUST BANK NIGERIA PLC USING ARMA-GARCH MODELS, PERSISTENCE, HALF-LIFE VOLATILITY AND BACKTESTING
Abstract pdf