Ngozi Godfrey Emenogu

Ngozi Godfrey Emenogu

Federal Polytechnic Bida - Bida / Nigeria
Economics & Econometrics / Economics
AD Scientific Index ID: 4309650
person_outline Ngozi Godfrey Emenogu's MOST POPULAR ARTICLES
1-) On the volatility of daily stock returns of Total Nigeria Plc: evidence from GARCH models, value-at-risk and backtestingNG Emenogu, MO Adenomon, NO NwezeFinancial Innovation 6 (1), 1-25, 2020212020
2-) Modeling and forecasting daily stock returns of Guaranty Trust Bank Nigeria Plc using ARMA-GARCH models, persistence, half-life volatility and backtestingNG Emenogu, MO Adenomon, NO NwazeScience World Journal 14 (3), 1-22, 201962019
3-) On the volatility of daily stock returns of Total Nigeria Plc: evidence from GARCH models, value-at-risk and backtesting. Financ Innov 6: 18NG Emenogu, MO Adenomon, NO Nweze72020
4-) The effect of high positive autocorrelation on the performance of GARCH family modelsNG Emenogu, MO AdenomonPreprints, 201872018
5-) On the performance of GARCH family models using the root mean square error and the mean absolute errorNG Emenogu, MO Adenomon, NO NwezeBenin Journal of Statistics (BJS) 1 (1), 45-60, 201832018