Modeling Long Memory Volatilities of Nigeria Selected Macro Economic Variables with Arfima and Arfima Figarch
The research delved into analysing the stochastic characteristics of Nigeria's Real GDP, the exchange rate of the Naira to US Dollar, and the inflation rate employing Autoregressive fractionally integrated moving average (ARFIMA) and the Autoregressive Fractionally Integrated Moving Average Fraction...
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Sivas Cumhuriyet Üniversitesi
2024-09-01
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| Serie: | Cumhuriyet Science Journal |
| Soggetti: | |
| Accesso online: | https://dergipark.org.tr/en/download/article-file/3858012 |
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