Aims: The aim of this study is to examine Economic data using the multivariate GARCH model. Study design: The study used monthly data of Nigerian crude oil prices (dollar Per Barrel) and Consumer price Index Methodology: This work covers time series data on crude oil price and c...
Open access
Research Article10.9734/ajpas/2021/v13i230301
The study investigates evaluate properties and performance of long memory models from emerging foreign markets return innovations between 1991 - 2020. The purpose of the study includes; investigate the persistence of shocks in Nigerian international markets, model long-range depe...
Open access
Research Article10.9734/ajpas/2021/v11i430271
In this paper, we introduce a new continuous probability distribution developed from two classical distributions namely, gamma and exponential distributions. The new distribution is called the Nwikpe distribution. Some statistical properties of the new distribution were derived....
Open access
Research Article10.9734/ajpas/2021/v11i130260