Arima-garch Modeling of Monthly Crude Oil Prices Volatility from Nigeria
Eke, Charles Ngome · Asian Journal of Probability and Statistics · 2022
This research work, studied the hybrid of autoregressive integrated moving average (ARIMA) and generalized autoregressive conditional heteroscedasticity models that best fit monthly crude oil price volatility of Nigeria between January, 2010 to March, 2021. The study collected se...
Open access
Research Article
10.9734/ajpas/2022/v16i130394