MODELLING THE VOLATILITY OF COTTON AND RUBBER STOCK RETURNS IN NIGERIA USING GARCH TYPE MODELS

Authors

Keywords:

ARCH, Diagnostic Test, EGARCH, GARCH, PARCH, Skewness, Stationarity
Dimensions

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Published

31-05-2025

How to Cite

MODELLING THE VOLATILITY OF COTTON AND RUBBER STOCK RETURNS IN NIGERIA USING GARCH TYPE MODELS. (2025). FUDMA JOURNAL OF SCIENCES, 9(5), 67-79. https://doi.org/10.33003/fjs-2025-0905-3650

How to Cite

MODELLING THE VOLATILITY OF COTTON AND RUBBER STOCK RETURNS IN NIGERIA USING GARCH TYPE MODELS. (2025). FUDMA JOURNAL OF SCIENCES, 9(5), 67-79. https://doi.org/10.33003/fjs-2025-0905-3650