Identification of Heteroscedasticity in the Presence of Outliers in Discrete-Time Series
Emmanuel Alphonsus Akpan, K. E. Lasisi & Ali Adamu · Asian Research Journal of Mathematics · 2018
This study considered the effects of outliers on the identification of heteroscedasticity in the daily closing share price returns series of Diamond Bank, Fidelity Bank and Skye bank using correlogram, Ljung-Box test and Lagrange Multiplier test. The data were obtained from Niger...
Open access
Research Article
10.9734/ARJOM/2018/42517