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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
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
2021-10-25MODELLING AND FORECASTING VOLATILITY IN NIGERIA: EVIDENCE FROM THE STOCK MARKETZubairu, A. U; Usman, A
2021-09-21Early detection of Pre-XDR TB with line probe assay in a high TB burden countryUsman, A; Laura, Madukaji; Isaac, Okohu; Saheed, Usman; Uche, Oyedum; Abdullahi, I.Enagi; AS, Adedeji; Femi, Owolagba; Eke, Ofuche; Jay, Osi Samuels; Toyin, Jolayemi; Prosper, Okonkwo
2021-06Prediction of Vehicular Accidents along Lokoja-Abuja-Kaduna Express Way, Nigeria Using Grey-System Model Gm(1,1)Usman, A; Saeed, O. B; Abubakar, U. Y; Lawal, A
2021-06-01A Grey-Markov Model for the Prediction of Vehicular Accidents along Lokoja-Abuja-Kaduna Express Way in NigeriaUsman, A; Saeed, O. B; Abubakar, U. Y; Lawal, A