Comparative Forecasting Performance of GARCH and GAS Models in the Stock Price Traded on Nigerian Stock Exchange

Subject Areas : International Journal of Mathematical Modelling & Computations

Oluwagbenga Babatunde ¹ , Serifat Folorunso ² , Francisco Saliu ³

1 - Department of Statistics University of Nigeria
2 - Department of Statistics, Faculty of Science, University of Ibadan
3 - Department of Statistics, Faculty of Science, University of Ibadan, Nigeria

Received: 2020-08-31 Accepted : 2021-04-30 Published : 2021-06-20

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