Application out-of-sample forecasting in model selection on Nigeria exchange rate
ABSTRACT In time series, several competing models may adequately fit a given set of data. At times choosing the best ...
Tag: exchange rate
Impact of Exchange Rate on Economic Growth in Sri Lanka
ABSTRACT Exchange rate is identified as a factor for turning vector of the economic growth of countries which was empirically ...
Best Time Series In-sample Model for Forecasting Nigeria Exchange Rate
ABSTRACT In this work we considered data on official Nigeria exchange rates (Naira to British Pound sterling) from January 2003 ...
Robust Estimation of GARCH Model to Appraise Excess Kurtosis
ABSTRACT This paper modeled Nigeria exchange rate using the GARCH model with three distributions, the normal distribution, student-t distribution and ...
Statistical modeling for forecasting volatility in Naira per Dollar exchange rate using ARFIMA-GARCH and ARFIMA-FIGARCH models
ABSTRACT This paper investigates the presence of long memory both in mean and volatility of Naira per Dollar exchange rate ...
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