Modeling crude oil price volatility in Nigeria: using GARCH (1,1), EGARCH (1,1), and GJR-GARCH (1,1) models
This study investigates the performance of various GARCH models for volatility forecasting, focusing on the GARCH (1,1), EGARCH (1,1), and GJR-GARCH (1,1) frameworks, each tested with normal and Student’s t-distributions. The models are evaluated using four information criteria: Akaike Information C...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Árabe |
| Publicado em: |
Scientific Association for Applied Research and Studies
2026-01-01
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| Colecção: | مجلة العلوم التجارية والبيئية |
| Assuntos: | |
| Acesso em linha: | https://jcese.journals.ekb.eg/article_479510_5ce093507b757f54cc5fdfbc94993cac.pdf |
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