Isaac Didi Essi

Evaluating Properties and Performance of Long Memory Models from an Emerging Foreign Markets Return Innovations

Deebom Zorle Dum, Isaac Didi Essi & Amos Emeka · Asian Journal of Probability and Statistics · 2021

The study investigates evaluate properties and performance of long memory models from emerging foreign markets return innovations between 1991 - 2020. The purpose of the study includes; investigate the persistence of shocks in Nigerian international markets, model long-range depe...