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On Evaluating the Volatility of Nigerian Gross Domestic Product Using Smooth Transition Autoregressive-GARCH (STAR - GARCH) Models
by Akintunde Mutairu Oyewale
American Journal of Applied Mathematics and Statistics. 2021, 9(3), 102-106. DOI: 10.12691/ajams-9-3-4
Pub. Date: October 11, 2021Views: 521Downloads: 1051
GARCH model STAR model ESTAR-GARCH LSTAR-GARCH performance measure indices volatility
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