Shakarho Udi Pepple

Multivariate Garch Analysis of Selected Nigerian Economic Data

Shakarho Udi Pepple, Etuk Ette Harrison & Isaac D. Essi · Asian Journal of Probability and Statistics · 2021

Aims: The aim of this   study is to examine   multivariate GARCH modeling of selected Nigerian economic data. Study Design: The study used monthly data of Nigerian crude oil prices (dollar Per Barrel), consumer price Index rural, maximum lending rate and prime lending rate. Metho...

Open access Research Article 10.9734/ajpas/2021/v14i230324

Modeling of Economic Data using Bivariate MGARCH Models

Shakarho Udi Pepple, Isaac Didi Essi & Amos Emeka · Asian Journal of Probability and Statistics · 2021

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 Article 10.9734/ajpas/2021/v13i230301