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U. Abdulaziz
Observed name:
Usman Abdulaziz
Institution:
Ahmadu Bello University
Observed institution:
Ahmadu Bello University
OpenAlex ID:
A5114477238
Forecasting Performance of Some Garch Models on Holiday-induced Volatility in Nigeria Stock Exchange Price Returns Under Different Error Distributions
2024
·
M. Tasi’u
, A. A. Umar
, et al.
·
FUDMA Journal of Sciences
·
2
PDF
Does Holidays affect the Returns of Stock Markets Prices? An Application of some GARCH and Prophet Models under Varying Error Distributions
2024
·
M. Tasi’u
, A.A. Umar
, et al.
·
International Journal of Science for Global Sustainability
·
2
PDF
Assessing the impact of volatility, asymmetry, and directional effects of holidays on Nigerian and Chinese stock exchange price returns using Prophet and APARCH models under variant distributions of innovations
2025
·
U. Abdulaziz
, T. Musa
, et al.
·
Journal of Statistical Sciences and Computational Intelligence
An assessment on the impact of holidays on Nigeria Stock Exchange price returns using EGARCH and Prophet models under two different distributions of innovations
2024
·
M. Tasi’u
, U.A. Adamu
, et al.
·
Dutse Journal of Pure and Applied Sciences
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Works count:
4
Citation count:
4
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2
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