ANALYZING STRUCTURAL BREAKS AND NONLINEAR VOLATILITY IN NIGERIAN QUASI-MONEY USING SMOOTH TRANSITION AUTOREGRESSIVE-GARCH MODELS
Adeyeye, Awogbemi Clement; Dum, Deebom Zorle; Augustine, Oyowei Esueze; Kehinde, Osamo Caleb; Vincent, Attah Eleojo; Benjamin, Olorunmaye; Folakemi, Okafor Margaret; Smart, Oloda Festus Sunday; Florence, Ale; Sylvester, Okwuoza Orobosa
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