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Issue DateTitleAuthor(s)
2021-10-28Trades in stock market anywhere in the world is faced with intense volatility due to stocks prices instability in real time that is mostly driven by information and other market dynamics. This research examines two volatility models with two different error distributions innovations in modelling and forecasting the continuous compounded return series (CCRS) of Nigeria All Share Index (NGX ASI) spot prices spanning the period of January 30, 2012 to June 30, 2021. The Generalized Autoregressive Conditional Heteroscedastic (GARCH) and Asymmetric Power Autoregressive Conditional Heteroscedastic ARCH (APARCH) volatility models under Student-t Distribution (StD) and Generalized Error Distribution (GED) error innovations are utilized. The best-fitted model is determined using Akaike’s Information Criterion (AIC) while Mean Square Error (MSE) is used to evaluate forecasts performance of the fitted volatility models. The results from the analysis showed that amongst competing models, APARCH (1,1)-GED was selected to be the best fitted volatility model with better forecasting power for the CCRS-NGX-ASI spot prices. This is because it produces the smallest AIC and MSE valuesGana, Y; Usman, A
2021Non-parametric decomposition of total factor productivity growth in yam production in North-Central NigeriaIsonguyo, R. G.; Ojo, M. A.; Jirgi, A. J.; Yisa, E. S.
2020-06-19Net Returns Maximizing Combination of Arable Crops among Smallholder Farmers in Kaiama Agricultural Zone of Kwara State, NigeriaAdewumi, A.; Tanko, L.; Ibrahim, F. D.; Yisa, E. S.
2020-04-20Analysis of Productivity of Rice Farmers in North-Central Nigeria.Isonguyo, R.G.; Ojo, M. A.; Jirgi, A.J.; Yisa, E. S.
2021-10-25Multivariate Analysis of Dynamic Transmission of Coronavirus Disease with Control Measures in Nigeria.Sheshi, M.M; Usman, A
2021-01-25Multivariate Analysis of Dynamic Transmission of Coronavirus Disease with Control Measures in Nigeria.Sheshi, M.M; Usman, A
2022Development and evaluation of a combined roaster expeller for castor oil seeds for biodiesel productionBusari, Rasheed Amao; Olaoye, Joshua Olanrewaju; Adebayo, Segun Emmanuel; Fadeyibi, Adesina
2011Solid waste management in Minna, North Central Nigeria: present practices and future challengesAdeoye, P. A; Sadeeq, M. A; Musa, J. J; Adebayo, Segun Emmanuel
2021-10-25MODELLING AND FORECASTING VOLATILITY IN NIGERIA: EVIDENCE FROM THE STOCK MARKETZubairu, A. U; Usman, A
2013Determination of Some Engineering Properties of Dika Nut (Irvingia gabonensis) at Two Moisture Content Levels as Relevant to its ProcessingOrhevba, B. A; Idah, P. A; Adebayo, Segun Emmanuel; Nwankwo, C. C

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