Multivariate Garch Analysis of Selected Nigerian Economic Data
Shakarho Udi Pepple, Etuk Ette Harrison & Isaac D. Essi · Asian Journal of Probability and Statistics · 2021
Aims: The aim of this study is to examine multivariate GARCH modeling of selected Nigerian economic data. Study Design: The study used monthly data of Nigerian crude oil prices (dollar Per Barrel), consumer price Index rural, maximum lending rate and prime lending rate. Metho...
Open access
Research Article
10.9734/ajpas/2021/v14i230324