Coronaviruses belong to a large family of viruses which affect the hepatic, gastrointestinal, neurological and respiratory systems. The increase in the daily number of COVID-19 confirmed and deaths cases from different countries of the world has brought social, economic and politi...
Open access
Research Article10.9734/ajrid/2021/v8i430251
The aim of this study is to assess the impact of strategic management practices on the performance of some commercial banks in Makurdi – Nigeria. The study utilized primary data obtained through structured questionnaire administered to 160 respondents sampled from seven commercia...
Open access
Research Article10.9734/ajeba/2021/v21i1930504
This study investigates the dynamic relationship between crude oil prices and stock market price volatility in Nigeria using cointegrated Vector Generalized Autoregressive conditional Heteroskedasticity (VAR-GARCH) model. The study utilizes monthly data on the study variables fro...
Open access
Research Article10.9734/cjast/2019/v38i330363
In this paper, we attempt to search for an optimal Autoregressive Moving Average (ARMA) model that best forecast hepatitis B virus infection among blood donors in Lafia-Nigeria. The study uses monthly data in Lafia-Nigeria for the period of 11 years 6 months from January 2007 to...
Open access
Research Article10.9734/jsrr/2019/v24i130142
Volatility and the trade-off between risk and return in stock markets is an important subject in financial theory which play significant role in investment decision making, portfolio selection, options pricing, financial stability, hedging and pair trading strategy among others....
Open access
Research Article10.9734/arjom/2019/v13i130097
This study investigated the impact of volatility shock persistence on the conditional variance in the Nigerian stock returns using symmetric and asymmetric higher order GARCH family models in the presence of random level shifts and non-Gaussian errors. The study utilised Bai and...
Open access
Research Article10.9734/ajpas/2019/v3i230091
This paper examines the causal relationship between crude oil prices, Naira/US Dollar exchange rate and Agricultural commodity price return volatility in Nigeria using time series econometric models. The study utilizes monthly time series data on the study variables from January...
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Research Article10.9734/ACRI/2018/39862
This study searches for optimal symmetric and asymmetric Conditional Heteroskedasticity (ARCH/GARCH) models that best fit and model volatility between Nigeria Naira and United States Dollar exchange rate dynamics in Nigeria using non-Gaussian errors. The study utilizes daily clos...
Open access
Research Article10.9734/ARJOM/2018/39860
This paper investigates the empirical relationship between naira/US dollar exchange rate, inflation and interest rate in Nigeria. The study uses annual time series data from 1970-2017. Augmented Dickey-Fuller unit root test, Johansen cointegration, fully modified least squares; E...
Open access
Research Article10.9734/AJEBA/2018/39863
This study examines the impact of structural breaks on conditional variance and mean reversion in symmetric and asymmetric GARCH models. A multiple breakpoint testing procedure was used to identify structural break points in conditional variance of daily stock returns of 8 commer...
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Research Article10.9734/ARJOM/2017/33063
Aims: To model the dynamics of Human Immunodeficiency Virus (HIV) and Tuberculosis (TB) co-infection in Kwande region of Benue state in Nigeria using econometrics time series techniques. Place and Duration of Study: The study is conducted in Kwande-Nigeria and utilizes monthly da...
Open access
Research Article10.9734/ISRR/2017/33099
Tuberculosis (TB) remains a major public health concern in many parts of the world, including Benue State, Nigeria, where agricultural communities are particularly vulnerable. This study aims to model the monthly mortality incidence of tuberculosis (TB) among farmers in Benue Sta...
Open access
Research Article10.9734/ajrid/2025/v16i4435
The Exponential distribution is memoryless and has a constant failure rate which makes it unsuitable for real life problems. This paper introduces a new distribution powered by an exponential random variable which gives a more flexible model for modelling real-life data. This new...
Open access
Research Article10.9734/ajpas/2018/v1i424557
This study examines volatility and its stylized facts in Nigerian stock market using daily quotations of Guinness Plc and 7UP Plc stock prices for the period 2nd January 1995 to 31st December, 2016. The study employs basic GARCH (1,1) to examine the symmetric properties of the se...
Open access
Research Article10.9734/AJEBA/2018/39861
This article proposed a new distribution referred to as the transmuted odd generalized exponential-exponential distribution (TOGEED) as an extension of the popular odd generalized exponential- exponential distribution by using the Quadratic rank transmutation map (QRTM) proposed...
Open access
Research Article10.9734/ajpas/2018/v1i424552