On the volatility of daily stock returns of Total Nigeria Plc: evidence from GARCH models, value-at-risk and backtesting NG Emenogu, MO Adenomon, NO Nweze Financial Innovation 6 (1), 18, 2020 | 57 | 2020 |
Modeling and forecasting daily stock returns of Guaranty Trust Bank Nigeria Plc using ARMA-GARCH models, persistence, half-life volatility and backtesting NG Emenogu, MO Adenomon, NO Nwaze Science World Journal 14 (3), 1-22, 2019 | 10 | 2019 |
The effect of high positive autocorrelation on the performance of GARCH family models GN Emenogu, MO Adenomon Preprints. doi 10, 2018 | 8 | 2018 |
On the volatility of daily stock returns of Total Nigeria Plc: evidence from GARCH models, value-at-risk and backtesting. Financ Innov 6: 18 NG Emenogu, MO Adenomon, NO Nweze | 7 | 2020 |
On the performance of GARCH family models using the root mean square error and the mean absolute error NG Emenogu, MO Adenomon, NO Nweze Benin Journal of Statistics (BJS) 1 (1), 45-60, 2018 | 3 | 2018 |
Double-Edged Sword of Global Financial Crisis and COVID-19 Pandemic on Crude Oil Stock Returns MO Adenomon, NG Emenogu Preprints, 2020 | 2 | 2020 |
Robustness of GARCH family models to high positive autocorrelation NG Emenogu, MO Adenomon J. Niger. Stat. Assoc 32, 13-28, 2020 | 1 | 2020 |
On The Volatility of Daily Stock Returns of Total Petroleum Company of Nigeria: Evidence from GARCH Models, Value-at-Risk and Backtesting NG Emenogu, MO Adenomon, NN Obinna Preprints, 2018 | 1 | 2018 |
The Impact of Global Financial Crisis and COVID-19 Pandemic on Crude Oil Futures Returns MO Adenomon, NG Emenogu, RA Idowu European Journal of Statistics 3, 5-5, 2023 | | 2023 |
On the Performance of Garch Family Models in the Presence of Additive Outliers MO Adenomon, NG Emenogu, NN Obinna | | 2018 |
On the Performance of Garch Family Models in the Presence of Additive Outliers GN Emenogu, MO Adenomon, NO Nweze | | 2018 |
Design and Analysis of Experiments with Examples in R NG Emenogu, MO Adenomon | | |