A Study of Nigeria Monthly Stock Price Index Using ARTFIMA-FIGARCH Hybrid Model
Long memory is a phenomenon in time series analysis that is exhibited by a slow decay of the autocorrelation function. It has been observed that the presence of long memory in both mean and volatility can complicate model fitting and compromise forecasting reliability. Meanwhile, the Autoregressive...
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| Asıl Yazarlar: | , , , |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Umaru Musa Yar'adua University, Katsina, Nigeria
2023-12-01
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| Seri Bilgileri: | UMYU Scientifica Journal |
| Konular: | |
| Online Erişim: | https://publications.umyu.edu.ng/scientifica/index.php/usci/article/view/348 |
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