Modelling Nigeria Naria Exchange Rate against Some Selected Country’s Currencies Volatility: Application of GARCH Model
Ajayi Abdulhakeem, Samuel Olorunfemi Adams & Rafiu Olayinka Akano · Asian Journal of Probability and Statistics · 2019
This paper examines the exchange rate volatility with GARCH-type model of the daily exchange rate return series from January 2012 – August 2016 for Naira/Chinese Yuan, Naira/India Rupees, Naira/Spain Euro, Naira/UK Pounds and Naira/US Dollar returns. The studies compare estimates...
Open access
Research Article
10.9734/ajpas/2019/v5i130128