On the use of ARIMA and GARCH in Modelling Nigeria’s Naira: Us Dollar Monthly Exchange Rates
Ahmad, Nafisatu Tanko, G. K. Musa, Musa, Salisu Auta & Muhammed Haruna · Asian Journal of Probability and Statistics · 2023
This paper aimed at modelling the volatility of monthly average official exchange rate (Naira/USD) using the Autoregressive Integrated Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) for the period January, 1981 to December, 2021. The...
Open access
Research Article
10.9734/ajpas/2023/v22i2479