Search


Current filters:
Start a new search
Add filters:

Use filters to refine the search results.


Results 21-30 of 37 (Search time: 0.004 seconds).
Item hits:
Issue DateTitleAuthor(s)
2017-03Assessing the Impact of University Library Services on Academic Performance of Students" :- Exploratory Factor Analysis of A Survey instrumentYakubu, Y; Usman, A
2012STUDENTS’ PERFORMANCE IN T8E JOINT ADMISSION AND MATRICULATION BOARD (JAMB) MATREMATICS EXAMINATION: A CASE STUDY OF NIGER STATEBusari, A.F; Usman, A; Laminu, I; Jiya, A
2017Modelling Mean Surface Temperature of Nigeria Using Geostatistical Approach.Isah, A; Attah, G.Y; Abdullahi, U; Usman, A
2019-06Isotropic and Anisotropic Variogram Models for Interpolating Monthly Mean Wind speed Data of Six Selected Wind Stations in NigeriaUsman, A; Abubakar, U; James, M
2019-08Binary Logistic Regression Methods for Modeling Broncho-Pneumonia Status in Infants from Tertiary Health Institutions in North Central NigeriaYakubu, Yisa; Ahmed, SS; Audu, I; Usman, A
2020Split-plot Central Composite Experimental Design Method for Optimization of Cake Height to Achieve desired TextureYakubu, Yisa; Aliyu, ZQ; Usman, A; Evans, PO
2017-03Assessing the impact of university library services on academic performance of students: Exploratory factor analysis of a survey instrumentYakubu, Yisa; Usman, A
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