Items where Author is "Audu, Buba"

Audu, Buba (2017) Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model. PhD thesis, Universiti Sains Malaysia.

Ismail, Mohd Tahir and Audu, Buba and Tumala, Mohammed Musa (2016) Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets. Journal of Finance and Data Science, 2 (2). pp. 125-135. ISSN 2405-9188

Ismail, Mohd Tahir and Audu, Buba and Tumala, Mohammed Musa (2016) Comparison of forecasting performance between MODWT-GARCH(1,1) and MODWT-EGARCH(1,1) models: Evidence from African stock markets. Journal of Finance and Data Science, 2. pp. 254-264. ISSN 2405-9188