Comparative Modelling of Price Volatility in Nigerian Crude Oil Markets Using Symmetric and Asymmetric GARCH Models
Deebom Zorle Dum, Mazi Yellow Dimkpa, Chims Benjamin Ele, Richard Igbudu Chinedu & George Laurretta Emugha · Asian Research Journal of Mathematics · 2021
The study aimed at developing an appropriate GARCH model for modelling in Nigerian Crude Oil Prices Markets using symmetric and Asymmetric GARCH models while the specific objectives of the study include to: build an appropriate Symmetric and asymmetric Generalized Autoregressive...
Open access
Research Article
10.9734/arjom/2021/v17i330282