Identification of Robust Garch Models with Symmetric and Asymmetric Process with the use of Beta Volatility Coefficient and Model Accuracy Measure
Biu, Emmanuel Oyinebifun, Orumie Ukamaka Cynthia & Ockiya, Atto Kennedy · Journal of Advances in Mathematics and Computer Science · 2023
The goal of this study was to identify a reliable GARCH model for modeling and forecasting each economic variable in Nigeria, including the price of crude oil, the consumer price index, the exchange rate, and the inflation rate. Monthly secondary data and simulated data sets were...
Open access
Research Article
10.9734/jamcs/2023/v38i51759